Computational Sensitivity Analysis for State Constrained Optimal Control Problems

被引：0
作者：
Dirk Augustin
Helmut Maurer
机构：
[1] Westfälische Wilhelms-Universität Münster,Institut für Numerische Mathematik
来源：
Annals of Operations Research | 2001年 / 101卷
关键词：
parametric nonlinear optimal control; nonlinear ordinary differential equations; first and higher order state constraints; differentiability of solutions; computational sensitivity analysis;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
A theoretical sensitivity analysis for parametric optimal control problems subject to pure state constraints has recently been elaborated in [7,8]. The articles consider both first and higher order state constraints and develop conditions for solution differentiability of optimal solutions with respect to parameters. In this paper, we treat the numerical aspects of computing sensitivity differentials via appropriate boundary value problems. In particular, numerical methods are proposed that allow to verify all assumptions underlying solution differentiability. Three numerical examples with state constraints of order one, two and four are discussed in detail.
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页码：75 / 99
页数：24
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