Optimal control for unstructured nonlinear differential-algebraic equations of arbitrary index

被引：37
|
作者：
Kunkel, Peter [2 ]
Mehrmann, Volker [1 ]
机构：
[1] Tech Univ Berlin, Inst Math, D-10623 Berlin, Germany
[2] Univ Leipzig, Math Inst, D-04109 Leipzig, Germany
来源：
MATHEMATICS OF CONTROL SIGNALS AND SYSTEMS | 2008年 / 20卷 / 03期
关键词：
Nonlinear differential-algebraic equation; Optimal control; Maximum principle; Solvability; Necessary optimality condition; Behavior approach; Strangeness index; Regularization;
D O I：
10.1007/s00498-008-0032-1
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
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, we discuss the numerical solution of the resulting two-point boundary value problems and present a numerical example.
引用
收藏
页码：227 / 269
页数：43
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