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A numerical method for an impulsive optimal control problem with sensitivity consideration. (English) Zbl 1266.49051

An optimal control problem governed by an impulsive ODE is considered. Equality and inequality constraints are also involved. Numerical methods for such optimal control problems without impulses are given in [V. Rehbock et al., Dyn. Control 2, No. 4, 331–348 (1992; Zbl 0765.49017)] and in [W. Wei et al., Appl. Math. Comput. 218, No. 4, 1180–1190 (2011; Zbl 1229.65107)] for the case with impulses. A new related optimal control problem is introduced in the present paper. It is demonstrated that it can be solved by a gradient method. A corresponding numerical method is described. The optimal control software MISER 3.3 is used and numerical examples are given.

MSC:

49M05 Numerical methods based on necessary conditions
93B35 Sensitivity (robustness)

Software:

MISER3
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