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Optimal Control Problem with Regular Mixed Constraints via Penalty Functions

Author

Listed:
  • Maria do Rosário Pinho

    (Universidade do Porto)

  • Maria Margarida A. Ferreira

    (Universidade do Porto)

  • Georgi Smirnov

    (Universidade do Minho)

Abstract

Below we derive necessary conditions of optimality for problems with mixed constraints (see Dmitruk in Control Cybern 38(4A):923–957, 2009) using the method of penalty functions similar to the one we previously used to solve optimization problems for control sweeping processes (see, e.g., De Pinho et al. in Optimization 71(11):3363–3381, 2022) and, more recently, to solve optimal control problems with pure state constraints (see De Pinho et al. in Syst Control Lett 188:105816, 2024). We intentionally consider a smooth case and the simplest boundary conditions; we consider global minimum and assume that the set of trajectories of the control system is compact. Based on our penalty functions approach we develop a numerical method admitting estimates for its parameters needed to achieve a given precision.

Suggested Citation

  • Maria do Rosário Pinho & Maria Margarida A. Ferreira & Georgi Smirnov, 2024. "Optimal Control Problem with Regular Mixed Constraints via Penalty Functions," Journal of Optimization Theory and Applications, Springer, vol. 203(2), pages 1564-1586, November.
  • Handle: RePEc:spr:joptap:v:203:y:2024:i:2:d:10.1007_s10957-024-02510-6
    DOI: 10.1007/s10957-024-02510-6
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