A primal--dual algorithm as applied to optimal control problems
Optimization and Control
2023-11-14 v2
Abstract
We propose a primal--dual technique that applies to infinite dimensional equality constrained problems, in particular those arising from optimal control. As an application of our general framework, we solve a control-constrained double integrator optimal control problem and the challenging control-constrained free flying robot optimal control problem by means of our primal--dual scheme. The algorithm we use is an epsilon-subgradient method that can also be interpreted as a penalty function method. We provide extensive comparisons of our approach with a traditional numerical approach.
Cite
@article{arxiv.2304.03465,
title = {A primal--dual algorithm as applied to optimal control problems},
author = {Regina S. Burachik and C. Yalçın Kaya and Xuemei Liu},
journal= {arXiv preprint arXiv:2304.03465},
year = {2023}
}