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dc.contributor.authorZhao, B.
dc.contributor.authorXu, Honglei
dc.contributor.authorTeo, Kok Lay
dc.date.accessioned2024-11-06T09:54:50Z
dc.date.available2024-11-06T09:54:50Z
dc.date.issued2023
dc.identifier.citationZhao, B. and Xu, H. and Teo, K.L. 2023. A NUMERICAL ALGORITHM FOR CONSTRAINED OPTIMAL CONTROL PROBLEMS. Journal of Industrial and Management Optimization. 19 (12): pp. 8602-8616.
dc.identifier.urihttp://hdl.handle.net/20.500.11937/96301
dc.identifier.doi10.3934/jimo.2023053
dc.description.abstract

In this paper, we consider a general class of discrete-time optimal control problems subject to all-time-step constraints on the state and control variables. The derivations of the gradient formulas for the cost and constraint functions for this constrained discrete-time optimal control problem are rather involved. We present a simple approach to the derivations of these gradient formulas based on reversed automatic differentiation. On this basis, a numeri- cal algorithm is developed to solve this all-time-step constrained discrete-time optimal control problem. We then consider a class of continuous-time optimal control problems subject to continuous state inequality constraints. This con- strained continuous-time optimal control problem is discretized into a discrete- time optimal control problem with all-time-step constraints using the Euler discretization method. Then, the algorithm developed for constrained discrete- time optimal control problem is applied to solve this discretized optimal control problem. Numerical examples are presented to verify the applicability of the proposed methods.

dc.titleA NUMERICAL ALGORITHM FOR CONSTRAINED OPTIMAL CONTROL PROBLEMS
dc.typeJournal Article
dcterms.source.volume19
dcterms.source.number12
dcterms.source.startPage8602
dcterms.source.endPage8616
dcterms.source.issn1547-5816
dcterms.source.titleJournal of Industrial and Management Optimization
dc.date.updated2024-11-06T09:54:50Z
curtin.departmentSchool of Elec Eng, Comp and Math Sci (EECMS)
curtin.departmentSchool of Elec Eng, Comp and Math Sci (EECMS)
curtin.accessStatusIn process
curtin.facultyFaculty of Science and Engineering
curtin.facultyFaculty of Science and Engineering
curtin.contributor.orcidTeo, Kok Lay [0000-0002-5903-7698]
curtin.contributor.orcidXu, Honglei [0000-0003-3212-2080]
curtin.contributor.researcheridXu, Honglei [A-1307-2010]
dcterms.source.eissn1553-166X
curtin.contributor.scopusauthoridTeo, Kok Lay [56153253000] [57202824194]
curtin.contributor.scopusauthoridXu, Honglei [23037699600] [57203334243] [57203334253]
curtin.repositoryagreementV3


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