A filled function method for minimizing control variation in constrained discrete-time optimal control problems

作者:

Highlights:

• 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