Numerical solution of control-state constrained optimal control problems with an inexact smoothing Newton method
Numerical solution of control-state constrained optimal control problems with an inexact smoothing Newton method
复制标题
不精确平滑牛顿法控制状态约束最优控制问题的数值求解
DOI：
10.1093/imanum/drq023
复制
发表时间：
2011
影响因子：
2.1
通讯作者：
Matthias Gerdts
中科院分区：
文献类型：
--
作者：
Jinhai Chen;Matthias Gerdts
本文分析了具有混合控制状态约束的最优控制问题数值解的全局非精确光滑牛顿法。该方法利用光滑的fisher - burmeister函数重新表述一阶必要条件，并利用牛顿步和类梯度步最小化残差模的平方。数值实验证明了该方法的收敛性。
This paper analyses a globalized inexact smoothing Newton method for the numerical solution of optimal control problems subject to mixed control-state constraints. The method uses the smoothed Fischer–Burmeister function to reformulate first-order necessary conditions and aims at minimizing the squared residual norm using Newton steps and gradient-like steps. Numerical experiments are provided to illustrate the convergence results.