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Feasible Direction Algorithm for Optimal Control Problems with State and Control Constraints: Implementation

Author

Listed:
  • R. Pytlak

    (Military University of Technology)

  • R. B. Vinter

    (Imperial College)

Abstract

In this paper, we describe the implementation aspects of an optimization algorithm for optimal control problems with control, state, and terminal constraints presented in our earlier paper. The important aspect of the implementation is that, in the direction-finding subproblems, it is necessary only to impose the state constraint at relatively few points in the time involved. This contributes significantly to the algorithmic efficiency. The algorithm is applied to solve several optimal control problems, including the problem of the abort landing of an aircraft in the presence of windshear.

Suggested Citation

  • R. Pytlak & R. B. Vinter, 1999. "Feasible Direction Algorithm for Optimal Control Problems with State and Control Constraints: Implementation," Journal of Optimization Theory and Applications, Springer, vol. 101(3), pages 623-649, June.
    • Handle: RePEc:spr:joptap:v:101:y:1999:i:3:d:10.1023_a:1021742204850
    DOI: 10.1023/A:1021742204850
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    Cited by:

    1. Yuk-Loong Chow & Xiang Yu & Chao Zhou, 2020. "On Dynamic Programming Principle for Stochastic Control Under Expectation Constraints," Journal of Optimization Theory and Applications, Springer, vol. 185(3), pages 803-818, June.
    2. Nahid Banihashemi & C. Yalçın Kaya, 2013. "Inexact Restoration for Euler Discretization of Box-Constrained Optimal Control Problems," Journal of Optimization Theory and Applications, Springer, vol. 156(3), pages 726-760, March.

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