Abstract
We investigate a nonsmooth Newton's method for the numerical solution of discretized optimal control problems subject to pure state constraints and mixed control-state constraints. The infinite dimensional problem is discretized by application of a general one-step method to the differential equation. By use of the Fischer-Burmeister function the first order necessary conditions for the discretized problem are transformed into an equivalent nonlinear and nonsmooth equation. This nonlinear and nonsmooth equation is solved by a globally convergent nonsmooth Newton's method. Numerical examples for the minimum energy problem and the optimal control of a robot conclude the article.
| Original language | English |
|---|---|
| Pages (from-to) | 247-270 |
| Number of pages | 24 |
| Journal | Journal of Industrial and Management Optimization |
| Volume | 4 |
| Issue number | 2 |
| Publication status | Published - 1 Jan 2008 |
Keywords
- optimal control
- state constraints
- discretization
- nonsmooth Newton's method