Local Minimum Principle for Optimal Control Problems Subject to Index One Differential-algebraic Equations
نویسندگان
چکیده
Necessary conditions in terms of a local minimum principle are derived for optimal control problems subject to index-1 differential-algebraic equations, pure state constraints and mixed control-state constraints. Differential-algebraic equations are composite systems of differential equations and algebraic equations, which frequently arise in practical applications. The local minimum principle is based on necessary optimality conditions for general infinite optimization problems. The special structure of the optimal control problem under consideration is exploited and allows to obtain more regular representations for the multipliers involved. An additional Mangasarian-Fromowitz like constraint qualification for the optimal control problem ensures the regularity of a local minimum.
منابع مشابه
A globally convergent semi-smooth Newton method for control-state constrained DAE optimal control problems
We investigate a semi-smooth Newton method for the numerical solution of optimal control problems subject to differential-algebraic equations (DAEs) and mixed control-state constraints. The necessary conditions are stated in terms of a local minimum principle. By use of the Fischer-Burmeister function the local minimum principle is transformed into an equivalent nonlinear and semi-smooth equati...
متن کاملThe Sine-Cosine Wavelet and Its Application in the Optimal Control of Nonlinear Systems with Constraint
In this paper, an optimal control of quadratic performance index with nonlinear constrained is presented. The sine-cosine wavelet operational matrix of integration and product matrix are introduced and applied to reduce nonlinear differential equations to the nonlinear algebraic equations. Then, the Newton-Raphson method is used for solving these sets of algebraic equations. To present ability ...
متن کاملNumerical solution of optimal control problems by using a new second kind Chebyshev wavelet
The main purpose of this paper is to propose a new numerical method for solving the optimal control problems based on state parameterization. Here, the boundary conditions and the performance index are first converted into an algebraic equation or in other words into an optimization problem. In this case, state variables will be approximated by a new hybrid technique based on new second kind Ch...
متن کاملOptimal control for unstructured nonlinear differential-algebraic equations of arbitrary index
We study optimal control problems for general unstructured nonlinear differential-algebraic equations of arbitrary index. In particular, we derive necessary conditions in the case of linear-quadratic control problems and extend them to the general nonlinear case. We also present a Pontryagin maximum principle for general unstructured nonlinear DAEs in the case of restricted controls. Moreover, ...
متن کاملHaar Matrix Equations for Solving Time-Variant Linear-Quadratic Optimal Control Problems
In this paper, Haar wavelets are performed for solving continuous time-variant linear-quadratic optimal control problems. Firstly, using necessary conditions for optimality, the problem is changed into a two-boundary value problem (TBVP). Next, Haar wavelets are applied for converting the TBVP, as a system of differential equations, in to a system of matrix algebraic equations...
متن کامل