Lecture Notes in Mathematics

Numerical Methods for Optimal Control Problems with State Constraints

Authors: Pytlak, Radoslaw

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About this book

While optimality conditions for optimal control problems with state constraints have been extensively investigated in the literature the results pertaining to numerical methods are relatively scarce. This book fills the gap by providing a family of new methods. Among others, a novel convergence analysis of optimal control algorithms is introduced. The analysis refers to the topology of relaxed controls only to a limited degree and makes little use of Lagrange multipliers corresponding to state constraints. This approach enables the author to provide global convergence analysis of first order and superlinearly convergent second order methods. Further, the implementation aspects of the methods developed in the book are presented and discussed. The results concerning ordinary differential equations are then extended to control problems described by differential-algebraic equations in a comprehensive way for the first time in the literature.

Table of contents (6 chapters)

Buy this book

eBook $54.99
price for USA (gross)
  • ISBN 978-3-540-48662-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $69.95
price for USA
  • ISBN 978-3-540-66214-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Numerical Methods for Optimal Control Problems with State Constraints
Authors
Series Title
Lecture Notes in Mathematics
Series Volume
1707
Copyright
1999
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-48662-6
DOI
10.1007/BFb0097244
Softcover ISBN
978-3-540-66214-3
Series ISSN
0075-8434
Edition Number
1
Number of Pages
XV, 218
Topics