Representation of the Lagrange Multipliers for Optimal Control Problems Subject to Differential-Algebraic Equations of Index Two
Representation of the Lagrange Multipliers for Optimal Control Problems Subject to Differential-Algebraic Equations of Index Two
复制标题
指数二微分代数方程最优控制问题的拉格朗日乘子表示
DOI：
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发表时间：
2006
期刊：
影响因子：
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通讯作者：
M. Gerdts
中科院分区：
文献类型：
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作者：
M. Gerdts
导出了受指数2微分代数方程、纯状态约束和混合控制状态约束约束的最优控制问题的必要条件。微分代数方程是微分方程和代数方程的复合系统，在实际应用中经常出现。利用所考虑的最优控制问题的结构，并特别强调由无限优化问题的必要条件产生的拉格朗日乘子的表示。
Necessary conditions are derived for optimal control problems subject to index-2 differential-algebraic equations, pure state constraints, and mixed control-state constraints. Differential-algebraic equations are composite systems of differential equations and algebraic equations, which arise frequently in practical applications. The structure of the optimal control problem under consideration is exploited and special emphasis is laid on the representation of the Lagrange multipliers resulting from the necessary conditions for infinite optimization problems.