constrained control

A well-posed shooting algorithm for optimal control problems with singular arcs

  • M. Soledad Aronna
  • Joseph Frédéric Bonnans
  • Pierre Martinon
    • Categories Infinite Dimensional Optimization Tags , , , , ,

    In this article we establish for the first time the well-posedness of the shooting algorithm applied to optimal control problems for which all control variables enter linearly in the Hamil- tonian. We start by investigating the case having only initial-final state constraints and free control variable, and afterwards we deal with control bounds. The shooting … Read more

    Efficient Robust Optimization for Robust Control with Constraints

  • Paul J. Goulart
  • Daniel Ralph
  • EC Kerrigan
    • Categories Control Applications, Robust Optimization Tags , , , , ,

    This paper proposes an efficient computational technique for the optimal control of linear discrete-time systems subject to bounded disturbances with mixed polytopic constraints on the states and inputs. The problem of computing an optimal state feedback control policy, given the current state, is non-convex. A recent breakthrough has been the application of robust optimization techniques … Read more