Virtual control regularization of state constrained linear quadratic optimal control problems
Gerdts, Matthias ; Hüppinng, Björn
HAL, hal-00724866 / Harvested from HAL
A numerical method for linear quadratic optimal control problems with pure state constraints is analyzed. Using the virtual control concept introduced by Cherednichenko et al. (Inverse Probl. 24:1-21, 2008) and Krumbiegel and Rösch (Control Cybern. 37(2):369-392, 2008), the state constrained optimal control problem is embedded into a family of optimal control problems with mixed control-state constraints using a regularization parameter α > 0. It is shown that the solutions of the problems with mixed control-state constraints converge to the solution of the state constrained problem in the L2 norm as α tends to zero. The regularized problems can be solved by a semi-smooth Newton method for every α > 0 and thus the solution of the original state constrained problem can be approximated arbitrarily close as α approaches zero. Two numerical examples with benchmark problems are provided.
Publié le : 2012-07-05
Classification:  [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]
@article{hal-00724866,
     author = {Gerdts, Matthias and H\"uppinng, Bj\"orn},
     title = {Virtual control regularization of state constrained linear quadratic optimal control problems},
     journal = {HAL},
     volume = {2012},
     number = {0},
     year = {2012},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00724866}
}
Gerdts, Matthias; Hüppinng, Björn. Virtual control regularization of state constrained linear quadratic optimal control problems. HAL, Tome 2012 (2012) no. 0, . http://gdmltest.u-ga.fr/item/hal-00724866/