Smoothers for control- and state-constrained optimal control problems
Smoothers for control- and state-constrained optimal control problems
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用于控制和状态约束最优控制问题的平滑器
DOI：
10.1007/s00791-006-0057-2
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发表时间：
2007
影响因子：
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通讯作者：
A. Borzì
中科院分区：
文献类型：
--
作者：
A. Borzì
提出了一个为控制和状态约束最优控制问题设计鲁棒平滑程序的框架。重点是由椭圆偏微分方程控制的最小化问题，并分别对控制变量或状态变量附加逐点约束。本平滑器构造的基本原理是在网格点级别求解相应的最优系统。提出了一种新方法来应对由于约束的存在而导致的可微性的缺乏。
A framework for designing robust smoothing procedures for control- and state-constrained optimal control problems is presented. The focus is on minimization problems governed by elliptic partial differential equations with additional pointwise constraints on the control variable or on the state variable, respectively. The basic principle for the construction of the present smoothers is the solution of the corresponding optimality systems at grid-point level. A new approach is presented to cope with the lack of differentiability due to the presence of the constraints.