A unified numerical scheme for linear-quadratic optimal control problems with joint control and state constraints

Optimization Methods and Software

Volumn 27, Issue 4-5, 2012, Pages 761-799

  Han, Lanshan ^a   Camlibel, M Kanat ^b,c   Pang, Jong Shi ^d   Heemels, W P Maurice H ^e  

^a PURDUE UNIVERSITY   (United States)

^b UNIVERSITY OF GRONINGEN   (Netherlands)

^c DOGUS UNIVERSITY   (Turkey)

^d UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

^e EINDHOVEN UNIVERSITY OF TECHNOLOGY   (Netherlands)

Author keywords

differential variational inequalities; linear quadratic optimal control; model predictive control; time stepping methods

Indexed keywords

ALGEBRAIC CONSTRAINTS; CONSTRUCTIVE PROOF; CONTINUOUS TIME; CONTROL CONSTRAINT; CONTROL PROBLEMS; DIFFERENTIAL VARIATIONAL INEQUALITY; DISCRETIZATIONS; EXISTENCE OF A SOLUTIONS; JOINT CONTROL; LINEAR-QUADRATIC OPTIMAL CONTROL PROBLEMS; LQ PROBLEMS; MIXED STATE-CONTROL CONSTRAINTS; NUMERICAL SCHEME; OPTIMAL CONTROL PROBLEM; OPTIMAL CONTROLS; OPTIMAL SOLUTIONS; OPTIMAL STATE; OPTIMAL TRAJECTORIES; PRIMAL-DUAL; QUADRATIC PROGRAMS; REGULARITY PROPERTIES; STATE CONSTRAINTS; STATE VARIABLES; STRICTLY CONVEXES; TIME STEP; TIME STEPPING METHOD;

CONTINUOUS TIME SYSTEMS; MODEL PREDICTIVE CONTROL; OPTIMIZATION; PREDICTIVE CONTROL SYSTEMS; TRAJECTORIES; VARIATIONAL TECHNIQUES;

OPTIMAL CONTROL SYSTEMS;

EID: 84862662944     PISSN: 10556788     EISSN: 10294937     Source Type: Journal    
DOI: 10.1080/10556788.2011.593624     Document Type: Article

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