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Dynamic Programming Method for Constrained Discrete-Time Optimal Control

Author

Listed:
  • C. R. Dohrmann

    (Structural Dynamics Department, Sandia National Laboratories)

  • R. D. Robinett

    (Intelligent System Sensors and Controls Department, Sandia National Laboratories)

Abstract

A dynamic programming method is presented for solving constrained, discrete-time, optimal control problems. The method is based on an efficient algorithm for solving the subproblems of sequential quadratic programming. By using an interior-point method to accommodate inequality constraints, a modification of an existing algorithm for equality constrained problems can be used iteratively to solve the subproblems. Two test problems and two application problems are presented. The application examples include a rest-to-rest maneuver of a flexible structure and a constrained brachistochrone problem.

Suggested Citation

  • C. R. Dohrmann & R. D. Robinett, 1999. "Dynamic Programming Method for Constrained Discrete-Time Optimal Control," Journal of Optimization Theory and Applications, Springer, vol. 101(2), pages 259-283, May.
    • Handle: RePEc:spr:joptap:v:101:y:1999:i:2:d:10.1023_a:1021733425632
    DOI: 10.1023/A:1021733425632
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    References listed on IDEAS

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    1. C. R. Dohrmann & R. D. Robinett, 1997. "Efficient Sequential Quadratic Programming Implementations for Equality-Constrained Discrete-Time Optimal Control," Journal of Optimization Theory and Applications, Springer, vol. 95(2), pages 323-346, November.
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    Cited by:

    1. Kristina Rognlien Dahl, 2019. "Management of a hydropower system via convex duality," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 89(1), pages 43-71, February.
    2. Moradi, Hadis & Esfahanian, Mahdi & Abtahi, Amir & Zilouchian, Ali, 2018. "Optimization and energy management of a standalone hybrid microgrid in the presence of battery storage system," Energy, Elsevier, vol. 147(C), pages 226-238.

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