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An interior penalty method for optimal control problems with state and input constraints of non-linear systems

Abstract : This paper exposes a methodology to solve state and input constrained optimal control problems for nonlinear systems. In the presented ‘interior penalty’ approach, constraints are penalized in a way that guarantees the strict interiority of the approaching solutions. This property allows one to invoke simple (without constraints) stationarity conditions to characterize the unknowns. A constructive choice for the penalty functions is exhibited. The property of interiority is established, and practical guidelines for implementation are given. A numerical benchmark example is given for illustration.
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https://hal-mines-paristech.archives-ouvertes.fr/hal-01111710
Contributor : François Chaplais <>
Submitted on : Friday, January 30, 2015 - 6:10:23 PM
Last modification on : Thursday, September 24, 2020 - 5:04:18 PM

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Paul Malisani, François Chaplais, Nicolas Petit. An interior penalty method for optimal control problems with state and input constraints of non-linear systems. Optimal Control Applications and Methods, Wiley, 2014, pp.10.1002/oca.2134. ⟨10.1002/oca.2134⟩. ⟨hal-01111710⟩

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