Solving optimal control problems with terminal complementarity constraints via Scholtes' relaxation scheme

被引：1

作者：

Benita, Francisco ^{[1
]}

Mehlitz, Patrick ^{[2
]}

机构：

[1] Singapore Univ Technol & Design, Singapore 487372, Singapore

[2] Brandenburg Tech Univ Cottbus Senftenberg, Chair Optimal Control, D-03046 Cottbus, Germany

来源：

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2019年 / 72卷 / 02期

关键词：

Complementarity-constrained programming; Optimal control; Relaxation; MATHEMATICAL PROGRAMS;

D O I：

10.1007/s10589-018-0050-y

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We investigate the numerical treatment of optimal control problems of linear ordinary differential equations with terminal complementarity constraints. Therefore, we generalize the well-known relaxation technique of Scholtes to the problem at hand. In principle, any other relaxation approach from finite-dimensional complementarity programming can be adapted in similar fashion. It is shown that the suggested method possesses strong convergence properties under mild assumptions. Finally, some numerical examples are presented.

引用

页码：413 / 430

页数：18

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