Exact penalization of terminal constraints for optimal control problems

Gugat M, Zuazua E (2016)

Publication Language: English

Publication Type: Journal article, Original article

Publication year: 2016

Journal

Optimal Control Applications & Methods Wiley-Blackwell

Publisher: Wiley-Blackwell

Book Volume: 37

Journal Issue: 3

URI: http://onlinelibrary.wiley.com/doi/10.1002/oca.2238/abstract

DOI: 10.1002/oca.2238

Abstract

We study optimal control problems for linear systems with prescribed initial and terminal states. We analyze the exact penalization of the terminal constraints. We show that for systems that are exactly controllable, the norm-minimal exact control can be computed as the solution of an optimization problem without terminal constraint but with a nonsmooth penalization of the end conditions in the objective function, if the penalty parameter is sufficiently large. We describe the application of the method for hyperbolic and parabolic systems of partial differential equations, considering the wave and heat equations as particular examples. Copyright © 2016 John Wiley & Sons, Ltd.

Authors with CRIS profile

Martin Gugat Lehrstuhl für Angewandte Mathematik Enrique Zuazua Iriondo

Involved external institutions

Universidad Autónoma de Madrid (UAM) ES Spain (ES)

How to cite

APA:

Gugat, M., & Zuazua, E. (2016). Exact penalization of terminal constraints for optimal control problems. Optimal Control Applications & Methods, 37(3). https://dx.doi.org/10.1002/oca.2238

MLA:

Gugat, Martin, and Enrique Zuazua. "Exact penalization of terminal constraints for optimal control problems." Optimal Control Applications & Methods 37.3 (2016).

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