On a class of optimal control problems with variable time points in the objective and constraint functionals
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Open access
Authors
Loxton, Ryan
Teo, Kok Lay
Rehbock, Volker
Date
2007Type
Conference Paper
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Loxton, Ryan and Teo, Kok Lay and Rehbock, Volker. 2007. On a class of optimal control problems with variable time points in the objective and constraint functionals, in Fukushima, M. and Tsushin-Kenkyusho, C. (ed), Proceedings of the 7th International Conference on Optimization: Techniques and Applications (ICOTA7), Dec 12-15 2007, pp. 69-69. Kobe, Japan: Konan University.
Source Title
The 7th International Conference on Optimization: Techniques and Applications (ICOTA7) Proceedings
Source Conference
The 7th International Conference on Optimization: Techniques and Applications (ICOTA7)
ISBN
Faculty
School of Science and Computing
Department of Mathematics and Statistics
Faculty of Science and Engineering
Collection
Abstract
We develop a computational method for a class of optimal control problems where the objective and constraint functionals depend on a set of variable time points. Control parametrization and a time scaling transformation are used to approximate this type of optimal control problem by an optimal parameter selection problem. This approximate optimal parameter selection problem can be viewed as a finite dimensional optimization problem. On this basis, gradient formulae for the cost and constraint functions are derived. With these gradient formulae, standard gradient-based optimization methods can be applied. For illustration, a numerical example is solved.
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