Optimal control for unstructured nonlinear differential-algebraic equations of arbitrary index

被引：37

作者：

Kunkel, Peter ^{[2
]}

Mehrmann, Volker ^{[1
]}

机构：

[1] Tech Univ Berlin, Inst Math, D-10623 Berlin, Germany

[2] Univ Leipzig, Math Inst, D-04109 Leipzig, Germany

来源：

MATHEMATICS OF CONTROL SIGNALS AND SYSTEMS | 2008年 / 20卷 / 03期

关键词：

Nonlinear differential-algebraic equation; Optimal control; Maximum principle; Solvability; Necessary optimality condition; Behavior approach; Strangeness index; Regularization;

D O I：

10.1007/s00498-008-0032-1

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We study optimal control problems for general unstructured nonlinear differential-algebraic equations of arbitrary index. In particular, we derive necessary conditions in the case of linear-quadratic control problems and extend them to the general nonlinear case. We also present a Pontryagin maximum principle for general unstructured nonlinear DAEs in the case of restricted controls. Moreover, we discuss the numerical solution of the resulting two-point boundary value problems and present a numerical example.

引用

页码：227 / 269

页数：43

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