An Exact Penalty Function Approach to All-time-step Constrained Discrete-time Optimal Control Problems

V. Rehbock, K.L. Teo, Leslie Jennings, C.S. Lee

    Research output: Contribution to journalArticle

    3 Citations (Scopus)

    Abstract

    A new solution method for a general class of discrete-time optimal control problems with all-time-step constraints is proposed. It uses a constraint transcription to incorporate the all-time-step constraints into the cost functional. We show that the weighting factor of the penalty term does not need to approach infinity for convergence. This is in contrast to the conventional penalty function approach for solving constrained optimization problems.
    Original languageEnglish
    Pages (from-to)215-230
    JournalApplied Mathematics and Computation
    Volume49
    DOIs
    Publication statusPublished - 1992

    Fingerprint

    Exact Penalty Function
    Constrained optimization
    Transcription
    Optimal Control Problem
    Discrete-time
    Penalty Function
    Constrained Optimization Problem
    Weighting
    Penalty
    Infinity
    Costs
    Term

    Cite this

    Rehbock, V. ; Teo, K.L. ; Jennings, Leslie ; Lee, C.S. / An Exact Penalty Function Approach to All-time-step Constrained Discrete-time Optimal Control Problems. In: Applied Mathematics and Computation. 1992 ; Vol. 49. pp. 215-230.
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    An Exact Penalty Function Approach to All-time-step Constrained Discrete-time Optimal Control Problems. / Rehbock, V.; Teo, K.L.; Jennings, Leslie; Lee, C.S.

    In: Applied Mathematics and Computation, Vol. 49, 1992, p. 215-230.

    Research output: Contribution to journalArticle

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    AU - Teo, K.L.

    AU - Jennings, Leslie

    AU - Lee, C.S.

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