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Numerical Methods for Optimal Control Problems with State Constraints

Numerical Methods for Optimal Control Problems with State Constraints PDF Author: Radoslaw Pytlak
Publisher: Springer Science & Business Media
ISBN: 9783540662143
Category : Science
Languages : en
Pages : 244

Book Description
While optimality conditions for optimal control problems with state constraints have been extensively investigated in the literature the results pertaining to numerical methods are relatively scarce. This book fills the gap by providing a family of new methods. Among others, a novel convergence analysis of optimal control algorithms is introduced. The analysis refers to the topology of relaxed controls only to a limited degree and makes little use of Lagrange multipliers corresponding to state constraints. This approach enables the author to provide global convergence analysis of first order and superlinearly convergent second order methods. Further, the implementation aspects of the methods developed in the book are presented and discussed. The results concerning ordinary differential equations are then extended to control problems described by differential-algebraic equations in a comprehensive way for the first time in the literature.

Numerical Methods for Optimal Control Problems with State Constraints

Numerical Methods for Optimal Control Problems with State Constraints PDF Author: Radoslaw Pytlak
Publisher: Springer Science & Business Media
ISBN: 9783540662143
Category : Science
Languages : en
Pages : 244

Book Description
While optimality conditions for optimal control problems with state constraints have been extensively investigated in the literature the results pertaining to numerical methods are relatively scarce. This book fills the gap by providing a family of new methods. Among others, a novel convergence analysis of optimal control algorithms is introduced. The analysis refers to the topology of relaxed controls only to a limited degree and makes little use of Lagrange multipliers corresponding to state constraints. This approach enables the author to provide global convergence analysis of first order and superlinearly convergent second order methods. Further, the implementation aspects of the methods developed in the book are presented and discussed. The results concerning ordinary differential equations are then extended to control problems described by differential-algebraic equations in a comprehensive way for the first time in the literature.

On the Numerical Solution of State- and Control-constrained Optimal Control Problems

On the Numerical Solution of State- and Control-constrained Optimal Control Problems PDF Author: Ivo Dravins
Publisher:
ISBN:
Category :
Languages : en
Pages :

Book Description


Adaptive Numerical Solution of State Constrained Optimal Control Problems

Adaptive Numerical Solution of State Constrained Optimal Control Problems PDF Author: Olaf Benedix
Publisher:
ISBN:
Category :
Languages : en
Pages : 157

Book Description


Numerical Methods for Optimal Control Problems with State Constraints

Numerical Methods for Optimal Control Problems with State Constraints PDF Author: Radoslaw Pytlak
Publisher: Springer
ISBN: 3540486623
Category : Science
Languages : en
Pages : 224

Book Description
While optimality conditions for optimal control problems with state constraints have been extensively investigated in the literature the results pertaining to numerical methods are relatively scarce. This book fills the gap by providing a family of new methods. Among others, a novel convergence analysis of optimal control algorithms is introduced. The analysis refers to the topology of relaxed controls only to a limited degree and makes little use of Lagrange multipliers corresponding to state constraints. This approach enables the author to provide global convergence analysis of first order and superlinearly convergent second order methods. Further, the implementation aspects of the methods developed in the book are presented and discussed. The results concerning ordinary differential equations are then extended to control problems described by differential-algebraic equations in a comprehensive way for the first time in the literature.

Optimal Control

Optimal Control PDF Author: Bulirsch
Publisher: Birkhäuser
ISBN: 3034875398
Category : Science
Languages : en
Pages : 352

Book Description
"Optimal Control" reports on new theoretical and practical advances essential for analysing and synthesizing optimal controls of dynamical systems governed by partial and ordinary differential equations. New necessary and sufficient conditions for optimality are given. Recent advances in numerical methods are discussed. These have been achieved through new techniques for solving large-sized nonlinear programs with sparse Hessians, and through a combination of direct and indirect methods for solving the multipoint boundary value problem. The book also focuses on the construction of feedback controls for nonlinear systems and highlights advances in the theory of problems with uncertainty. Decomposition methods of nonlinear systems and new techniques for constructing feedback controls for state- and control constrained linear quadratic systems are presented. The book offers solutions to many complex practical optimal control problems.

Numerical Solution of Optimal Control Problems with State Constraints by Sequential Quadratic Programming in Function Space

Numerical Solution of Optimal Control Problems with State Constraints by Sequential Quadratic Programming in Function Space PDF Author: Kees C. P. Machielsen
Publisher:
ISBN:
Category : Boundary value problems
Languages : en
Pages : 232

Book Description


An ADMM Approach to the Numerical Solution of State Constrained Optimal Control Problems for Systems Modeled by Linear Parabolic Equations

An ADMM Approach to the Numerical Solution of State Constrained Optimal Control Problems for Systems Modeled by Linear Parabolic Equations PDF Author: Yongcun Song
Publisher:
ISBN:
Category : Electronic books
Languages : en
Pages : 56

Book Description


Constrained Optimization and Optimal Control for Partial Differential Equations

Constrained Optimization and Optimal Control for Partial Differential Equations PDF Author: Günter Leugering
Publisher: Springer Science & Business Media
ISBN: 3034801335
Category : Mathematics
Languages : en
Pages : 622

Book Description
This special volume focuses on optimization and control of processes governed by partial differential equations. The contributors are mostly participants of the DFG-priority program 1253: Optimization with PDE-constraints which is active since 2006. The book is organized in sections which cover almost the entire spectrum of modern research in this emerging field. Indeed, even though the field of optimal control and optimization for PDE-constrained problems has undergone a dramatic increase of interest during the last four decades, a full theory for nonlinear problems is still lacking. The contributions of this volume, some of which have the character of survey articles, therefore, aim at creating and developing further new ideas for optimization, control and corresponding numerical simulations of systems of possibly coupled nonlinear partial differential equations. The research conducted within this unique network of groups in more than fifteen German universities focuses on novel methods of optimization, control and identification for problems in infinite-dimensional spaces, shape and topology problems, model reduction and adaptivity, discretization concepts and important applications. Besides the theoretical interest, the most prominent question is about the effectiveness of model-based numerical optimization methods for PDEs versus a black-box approach that uses existing codes, often heuristic-based, for optimization.

Numerical Solution of Optimal Control Problems with State Constraints by Sequential Quadratic Programmin

Numerical Solution of Optimal Control Problems with State Constraints by Sequential Quadratic Programmin PDF Author: Kees C.P. Machielsen
Publisher:
ISBN:
Category :
Languages : en
Pages : 214

Book Description


Optimal Control of Partial Differential Equations Involving Pointwise State Constraints: Regularization and Applications

Optimal Control of Partial Differential Equations Involving Pointwise State Constraints: Regularization and Applications PDF Author: Irwin Yousept
Publisher: Cuvillier Verlag
ISBN: 3867276684
Category :
Languages : en
Pages : 26

Book Description