Exact penalization of terminal constraints for optimal control problems

Journal article
(Original article)

Publication Details

Author(s): Gugat M, ZuaZua E
Journal: Optimal Control Applications & Methods
Publisher: Wiley-Blackwell
Publication year: 2016
Volume: 37
Journal issue: 3
ISSN: 0143-2087
Language: English


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.

FAU Authors / FAU Editors

Gugat, Martin apl. Prof. Dr.
Lehrstuhl für Angewandte Mathematik

External institutions
Universidad Autónoma de Madrid (UAM)

How to cite

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

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


Last updated on 2018-17-10 at 03:40