Interior point methods in optimal control

被引：0
|
作者：
Malisani, Paul [1 ]
机构：
[1] IFP Energies Nouvelles, Appl Math Dept, 1 & 4 Ave Bois Preau, F-92852 Rueil Malmaison, France
来源：
ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS | 2024年 / 30卷
关键词：
Optimal control; state constraints; mixed constraints; interior point methods; primal-dual methods; 2ND-ORDER; STATE; CONSTRAINTS;
D O I：
10.1051/cocv/2024049
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper deals with Interior Point Methods (IPMs) for Optimal Control Problems (OCPs) with pure state and mixed constraints. This paper establishes a complete proof of convergence of IPMs for a general class of OCPs. Convergence results are proved for primal variables, namely state and control variables, and for dual variables, namely, the adjoint state, and the constraints multipliers. In addition, the presented convergence result does not rely on a strong convexity assumption. Finally, this paper compares the performances of a primal and a primal-dual implementation of IPMs in optimal control in three examples.
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页数：38
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