View Item 

On a class of optimal control problems with variable time points in the objective and constraint functionals

Access Status
Open access
Authors
Date
2007
Type
Conference Paper

Metadata
Show full item record
Citation
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
URI
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.