Abstract
We investigate optimal control problems subject to mixed control-state constraints. The necessary conditions are stated in terms of a local minimum principle. By use of the Fischer-Burmeister function the minimum principle is transformed into an equivalent nonlinear and nonsmooth equation in appropriate Banach spaces. This nonlinear and nonsmooth equation is solved by a nonsmooth Newton's method. We will show the local quadratic convergence under certain regularity conditions and Suggest a globalization strategy based on the minimization of the squared residual norm. A numerical example for the Rayleigh problem concludes the article. (C) 2008 IMACS. Published by Elsevier B.V. All rights reserved.
Original language | English |
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Pages (from-to) | 925-936 |
Number of pages | 12 |
Journal | Mathematics and Computers in Simulation |
Volume | 79 |
Issue number | 4 |
DOIs | |
Publication status | Published - 15 Dec 2008 |
Keywords
- Minimum principle
- Nonsmooth Newton's method
- Control-state constraints
- Optimal control