A filled function method for minimizing control variation in constrained discrete-time optimal control problems
作者:
Highlights:
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• We present a filled function method for discrete-time optimal control problems.
• The cost function is the sum of terminal cost and the variation of control signal.
• The control problem is formulated as a non-smooth constrained optimization problem.
• Two examples are provided to demonstrate the feasibility of the method.
摘要
•We present a filled function method for discrete-time optimal control problems.•The cost function is the sum of terminal cost and the variation of control signal.•The control problem is formulated as a non-smooth constrained optimization problem.•Two examples are provided to demonstrate the feasibility of the method.
论文关键词:90C56,90C30,93C55,Constrained discrete-time optimal control,Non-smooth constrained optimization,Filled function method,Local minimum point,Global minimum point
论文评审过程:Received 6 September 2016, Revised 15 February 2017, Available online 6 June 2017, Version of Record 6 July 2017.
论文官网地址:https://doi.org/10.1016/j.cam.2017.05.023