On a class of optimal control problems with variable time points in the objective and constraint functionals
We develop a computational method for a class of optimal control problems where the objective and constraint functionals depend on a set of variable time points. Control parametrization and a time scaling transformation are used to approximate this type of optimal control problem by an optimal param...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Conference Paper |
| Published: |
Universal Academy Press, Inc
2007
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| Online Access: | http://hdl.handle.net/20.500.11937/22103 |
| _version_ | 1848750777087033344 |
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| author | Loxton, Ryan Teo, Kok Lay Rehbock, Volker |
| author2 | M. Fukushima, et al |
| author_facet | M. Fukushima, et al Loxton, Ryan Teo, Kok Lay Rehbock, Volker |
| author_sort | Loxton, Ryan |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | We develop a computational method for a class of optimal control problems where the objective and constraint functionals depend on a set of variable time points. Control parametrization and a time scaling transformation are used to approximate this type of optimal control problem by an optimal parameter selection problem. This approximate optimal parameter selection problem can be viewed as a finite dimensional optimization problem. On this basis, gradient formulae for the cost and constraint functions are derived. With these gradient formulae, standard gradient-based optimization methods can be applied. For illustration, a numerical example is solved. |
| first_indexed | 2025-11-14T07:42:13Z |
| format | Conference Paper |
| id | curtin-20.500.11937-22103 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T07:42:13Z |
| publishDate | 2007 |
| publisher | Universal Academy Press, Inc |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-221032017-01-30T12:29:20Z On a class of optimal control problems with variable time points in the objective and constraint functionals Loxton, Ryan Teo, Kok Lay Rehbock, Volker M. Fukushima, et al We develop a computational method for a class of optimal control problems where the objective and constraint functionals depend on a set of variable time points. Control parametrization and a time scaling transformation are used to approximate this type of optimal control problem by an optimal parameter selection problem. This approximate optimal parameter selection problem can be viewed as a finite dimensional optimization problem. On this basis, gradient formulae for the cost and constraint functions are derived. With these gradient formulae, standard gradient-based optimization methods can be applied. For illustration, a numerical example is solved. 2007 Conference Paper http://hdl.handle.net/20.500.11937/22103 Universal Academy Press, Inc fulltext |
| spellingShingle | Loxton, Ryan Teo, Kok Lay Rehbock, Volker On a class of optimal control problems with variable time points in the objective and constraint functionals |
| title | On a class of optimal control problems with variable time points in the objective and constraint functionals |
| title_full | On a class of optimal control problems with variable time points in the objective and constraint functionals |
| title_fullStr | On a class of optimal control problems with variable time points in the objective and constraint functionals |
| title_full_unstemmed | On a class of optimal control problems with variable time points in the objective and constraint functionals |
| title_short | On a class of optimal control problems with variable time points in the objective and constraint functionals |
| title_sort | on a class of optimal control problems with variable time points in the objective and constraint functionals |
| url | http://hdl.handle.net/20.500.11937/22103 |