Applications of the penalty function method in constrained optimal control problems
نویسندگان
چکیده
منابع مشابه
Preconditioners for state-constrained optimal control problems with Moreau-Yosida penalty function
Optimal control problems with partial differential equations as constraints play an important role in many applications. The inclusion of bound constraints for the state variable poses a significant challenge for optimization methods. Our focus here is on the incorporation of the constraints via the Moreau-Yosida regularization technique. This method has been studied recently and has proven to ...
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ژورنال
عنوان ژورنال: Journal of Applied Mathematics and Simulation
سال: 1989
ISSN: 0893-5688
DOI: 10.1155/s1048953389000201