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Numerical method for solving optimal control problems with phase constraints. (English) Zbl 1386.49028

Summary: The main idea of the method consists in successive solving auxiliary problems, which minimizes a special constructed Lagrange function, subject to linearized phase constraints. The linearly constrained auxiliary problems are more simple than the original ones because linear constraints can be easily processed. We shall discuss different aspects connected with approximating control problems and using the program system for solving them. We shall then pay attention to optimal control problems with constraints on inertia of control functions. For illustrations, four control problems will be solved using the proposed software.

MSC:

49K15 Optimality conditions for problems involving ordinary differential equations
97N80 Mathematical software, computer programs (educational aspects)
93C95 Application models in control theory
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