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Journal of Dynamical and Control Systems
Erschienen in: Journal of Dynamical and Control Systems 3/2019

19.09.2018

A Sequential Quadratic Hamiltonian Method for Solving Parabolic Optimal Control Problems with Discontinuous Cost Functionals

verfasst von: Tim Breitenbach, Alfio Borzì

Erschienen in: Journal of Dynamical and Control Systems | Ausgabe 3/2019

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Abstract

A sequential quadratic Hamiltonian (SQH) method for solving control-constrained parabolic optimal control problems with continuous and discontinuous non-convex cost functionals is investigated. The solution to these problems is characterised by the Pontryagin’s maximum principle, which is also the starting point for the development of a sequential quadratic Hamiltonian scheme. In a general setting that includes discontinuous and non-convex cost functionals, it is proved that the SQH method is well defined; however, convergence to an optimal solution is proved only in the smooth case. Results of numerical experiments are presented that successfully validate the proposed optimisation framework and demonstrate its effectiveness and large applicability.
Vorheriger Artikel Control Systems on the Engel Group
Nächster Artikel Existence of Affine-Periodic Solutions to Newton Affine-Periodic Systems

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Metadaten
Titel
A Sequential Quadratic Hamiltonian Method for Solving Parabolic Optimal Control Problems with Discontinuous Cost Functionals
verfasst von
Tim Breitenbach
Alfio Borzì
Publikationsdatum
19.09.2018
Verlag
Springer US
Erschienen in
Journal of Dynamical and Control Systems / Ausgabe 3/2019
Print ISSN: 1079-2724
Elektronische ISSN: 1573-8698
DOI
https://doi.org/10.1007/s10883-018-9419-6

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