A NUMERICAL ALGORITHM FOR CONSTRAINED OPTIMAL CONTROL PROBLEMS
dc.contributor.author | Zhao, B. | |
dc.contributor.author | Xu, Honglei | |
dc.contributor.author | Teo, Kok Lay | |
dc.date.accessioned | 2024-11-06T09:54:50Z | |
dc.date.available | 2024-11-06T09:54:50Z | |
dc.date.issued | 2023 | |
dc.identifier.citation | Zhao, 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.uri | http://hdl.handle.net/20.500.11937/96301 | |
dc.identifier.doi | 10.3934/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.title | A NUMERICAL ALGORITHM FOR CONSTRAINED OPTIMAL CONTROL PROBLEMS | |
dc.type | Journal Article | |
dcterms.source.volume | 19 | |
dcterms.source.number | 12 | |
dcterms.source.startPage | 8602 | |
dcterms.source.endPage | 8616 | |
dcterms.source.issn | 1547-5816 | |
dcterms.source.title | Journal of Industrial and Management Optimization | |
dc.date.updated | 2024-11-06T09:54:50Z | |
curtin.department | School of Elec Eng, Comp and Math Sci (EECMS) | |
curtin.department | School of Elec Eng, Comp and Math Sci (EECMS) | |
curtin.accessStatus | In process | |
curtin.faculty | Faculty of Science and Engineering | |
curtin.faculty | Faculty of Science and Engineering | |
curtin.contributor.orcid | Teo, Kok Lay [0000-0002-5903-7698] | |
curtin.contributor.orcid | Xu, Honglei [0000-0003-3212-2080] | |
curtin.contributor.researcherid | Xu, Honglei [A-1307-2010] | |
dcterms.source.eissn | 1553-166X | |
curtin.contributor.scopusauthorid | Teo, Kok Lay [56153253000] [57202824194] | |
curtin.contributor.scopusauthorid | Xu, Honglei [23037699600] [57203334243] [57203334253] | |
curtin.repositoryagreement | V3 |