On the numerical treatment of linear-quadratic optimal control problems for general linear time-varying differential-algebraic equations

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:242

Article

Campbell, Stephen L.¹  Kunkel, Peter² 

[1] N Carolina State Univ, Dept Math, Raleigh, NC 27695 USA

[2] Univ Leipzig, Math Inst, D-04109 Leipzig, Germany

关键词: Differential-algebraic equation;    Optimal control;    Radau;    Gauss-Lobatto;    Direct transcription;    Numerical methods;   

DOI  :  10.1016/j.cam.2012.10.011

来源: Elsevier

【 摘 要 】

The development of numerical methods for finding optimal solutions of control problems modeled by differential-algebraic equations (DAEs) is an important task. Usually restrictions are placed on the DAE such as being semi-explicit. Here the numerical solution of optimal control problems with linear time-varying DAEs as the process and quadratic cost functionals is considered. The leading coefficient is allowed to be time-varying and the DAE may be of higher index. Both a direct transcription approach and the solution of the necessary conditions are examined for two important discretizations. (C) 2012 Elsevier B.V. All rights reserved.

【 授权许可】

Free