On the numerical treatment of linear-quadratic optimal control problems for general linear time-varying differential-algebraic equations

• Autores: Stephen L. Campbell, Peter Kunkel
• Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 242, Nº 1, 2013, págs. 213-231
• Idioma: inglés
• DOI: 10.1016/j.cam.2012.10.011
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• Resumen

  • The development of numerical methods for finding optimal solutions of control problems modeled by differential-algebraic equations (DAEs) is an important task. Usually restrictions are placed on the DAE such as being semi-explicit. Here the numerical solution of optimal control problems with linear time-varying DAEs as the process and quadratic cost functionals is considered. The leading coefficient is allowed to be time-varying and the DAE may be of higher index. Both a direct transcription approach and the solution of the necessary conditions are examined for two important discretizations.