Numerical method for a class of optimal control problems subject to nonsmooth functional constraints

  • Authors:
  • C. Z. Wu;K. L. Teo;Yi Zhao

  • Affiliations:
  • School of Mathematics and Computer Science, Chongqing Normal University, Chongqing 400047, China;Department of Mathematics and Statistics, Curtin University of Technology, Perth, Western Australia, Australia;Department of Mathematics, Zhongshan University, China

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2008

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Abstract

In this paper, we consider a class of optimal control problems which is governed by nonsmooth functional inequality constraints involving convolution. First, we transform it into an equivalent optimal control problem with smooth functional inequality constraints at the expense of doubling the dimension of the control variables. Then, using the Chebyshev polynomial approximation of the control variables, we obtain an semi-infinite quadratic programming problem. At last, we use the dual parametrization technique to solve the problem.