An Application of the Proximal Point Algorithm to Optimal Control Problems with Constraints

Autor:	Ruben Velazquez, Vadim Azhmyakov
Rok vydání:	2009
Předmět:	Mathematical optimization Terminal (electronics) Control system Numerical analysis Ordinary differential equation Convergence (routing) Convex optimization Regular polygon Optimal control Algorithm Mathematics
Zdroj:	2009 Electronics, Robotics and Automotive Mechanics Conference (CERMA).
DOI:	10.1109/cerma.2009.8
Popis:	This paper is concerned with the proximal-based approachto linear and finite-difference approximations ofconstrained convex optimal control problems (OCPs). Weconsider control systems governed by ordinary differentialequations in the presence of additional terminal/state inequalitiesand propose a numerical method derived fromthe proximal point algorithm. The aim of the paper is tostudy the convergence properties of the obtained conceptualalgorithm and to show that it can be used to computeapproximate optimal controls.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::1640943165d9a64b1768859cfb726f6f https://doi.org/10.1109/cerma.2009.8 Zobrazit plný text záznamu