Premium
Proximal point method for optimal control processes governed by ordinary differential equations
Author(s) -
Azhmyakov Vadim,
Noriega Morales Salvador
Publication year - 2010
Publication title -
asian journal of control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.769
H-Index - 53
eISSN - 1934-6093
pISSN - 1561-8625
DOI - 10.1002/asjc.154
Subject(s) - ordinary differential equation , convergence (economics) , mathematics , optimal control , regular polygon , control (management) , point (geometry) , mathematical optimization , terminal (telecommunication) , differential equation , computer science , mathematical analysis , artificial intelligence , economics , economic growth , telecommunications , geometry
This paper is concerned with the proximal‐based approach to linear and finite‐difference approximations of constrained convex optimal control problems. We consider control systems governed by ordinary differential equations in the presence of additional terminal/state inequalities and propose a numerical method derived from the proximal point algorithm. The aim of the paper is to study the convergence properties of the obtained conceptual algorithm and to show that it can be used to compute approximate optimal controls. Copyright © 2009 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society