Dynamic programming method for constrained discrete-time optimal control

作     者：Dohrmann, CR Robinett, RD 

作者机构：Sandia Natl Labs Struct Dynam Dept Albuquerque NM 87185 USA Sandia Natl Labs Intelligent Syst Sensors & Controls Dept Albuquerque NM 87185 USA 

出 版 物：《JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS》 (优选法理论与应用杂志)

年 卷 期：1999年第101卷第2期

页      面：259-283页

核心收录：

学科分类：1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070104[理学-应用数学] 0701[理学-数学] 

基　　金：U.S. Department of Energy  USDOE  (DE-AC04-94AL85000) 

主　　题：optimal control dynamic programming interior-point methods sequential quadratic programming 

摘      要：A dynamic programming method is presented for solving constrained, discrete-time, optimal control problems. The method is based on an efficient algorithm for solving the subproblems of sequential quadratic programming. By using an interior-point method to accommodate inequality constraints, a modification of an existing algorithm for equality constrained problems can be used iteratively to solve the subproblems. Two test problems and two application problems are presented. The application examples include a rest-to-rest maneuver of a flexible structure and a constrained brachistochrone problem.