Finite difference smoothing solutions of nonsmooth constrained optimal control problems

被引：7
|
作者：
Chen, XJ [1 ]
机构：
[1] Hirosaki Univ, Dept Math Syst Sci, Hirosaki, Aomori 0368561, Japan
来源：
NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION | 2005年 / 26卷 / 01期
关键词：
finite difference method; nondifferentiability; optimal control; smoothing approximation;
D O I：
10.1081/NFA-200051629
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The finite difference method and smoothing approximations for a nonsmooth constrained optimal control problem are considered. Convergence of solutions of discretized smoothing optimal control problems is proved. Error estimates of finite difference smoothing solutions are given. Numerical examples are used to test a smoothing sequential quadratic programming (SQP) method for solving the nonsmooth constrained optimal control problem.
引用
收藏
页码：49 / 68
页数：20
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