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Solving discretized degenerate optimal control problems with state constraints

机译:解决带有状态约束的离散退化最优控制问题

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摘要

In this paper, we consider a class of nonlinear optimization problems that arise from the discretization of optimal control problems with bounds on both state and control variables. We are particularly interested in degenerate cases, i.e. when the linear independence constraint qualification is not satisfied. For these problems, we analyse the basic global convergence properties and the numerical behaviour of a multiplier method that updates multipliers corresponding to inequality constraints instead of dealing with multipliers associated with equality constraints. Numerical results obtained for several instances of a discretized optimal control problem governed by a semi-linear elliptic equation are included and indicate that this method is robust on degenerate cases, compared with other nonlinear optimization solvers.
机译:在本文中,我们考虑一类非线性优化问题,这些问题是由状态和控制变量均受限的最优控制问题离散化而产生的。我们对退化的情况特别感兴趣,即当不满足线性独立性约束条件时。针对这些问题,我们分析了基本全局收敛性和乘数方法的数值行为,该方法更新与不等式约束相对应的乘子,而不是处理与等式约束相关的乘子。包括对由半线性椭圆方程控制的离散最优控制问题的若干实例所获得的数值结果,这些结果表明,与其他非线性优化求解器相比,该方法在退化情况下具有鲁棒性。

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