Optimal feedback control for dynamic systems with state constraints: An exact penalty approach

Lin, Qun; Loxton, Ryan; Teo, Kok Lay; Wu, Yong Hong

doi:10.1007/s11590-013-0657-y

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Access Status

Open access

Authors

Lin, Qun

Loxton, Ryan

Teo, Kok Lay

Wu, Yong Hong

Date

2014

Type

Journal Article

Metadata

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Citation

Lin, Qun and Loxton, Ryan and Teo, Kok Lay and Wu, Yong Hong. 2014. Optimal feedback control for dynamic systems with state constraints: An exact penalty approach. Optimization Letters. 8 (4): pp. 1535-1551.

Source Title

Optimization Letters

DOI

10.1007/s11590-013-0657-y

ISSN

18624480

Remarks

The final publication is available at Springer via http://doi.org/10.1007/s11590-013-0657-y

NOTICE: This is the author’s version of a work in which changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication.

URI

http://hdl.handle.net/20.500.11937/24654

Collection

Curtin Research Publications

Abstract

In this paper, we consider a class of nonlinear dynamic systems with terminal state and continuous inequality constraints. Our aim is to design an optimal feedback controller that minimizes total system cost and ensures satisfaction of all constraints. We first formulate this problem as a semi-infinite optimization problem. We then show that by using a new exact penalty approach, this semi-infinite optimization problem can be converted into a sequence of nonlinear programming problems, each of which can be solved using standard gradient-based optimization methods.We conclude the paper by discussing applications of our work to glider control.