Interior point methods in optimal control problems of affine systems: Convergence results and solving algorithms
Optimization and Control
2023-09-01 v1
Abstract
This paper presents an interior point method for pure-state and mixed-constrained optimal control problems for dynamics, mixed constraints, and cost function all affine in the control variable. This method relies on resolving a sequence of two-point boundary value problems of differential and algebraic equations. This paper establishes a convergence result for primal and dual variables of the optimal control problem. A primal and a primal-dual solving algorithm are presented, and a challenging numerical example is treated for illustration. Accepted for publication at SIAM SICON 2023
Cite
@article{arxiv.2308.16554,
title = {Interior point methods in optimal control problems of affine systems: Convergence results and solving algorithms},
author = {Paul Malisani},
journal= {arXiv preprint arXiv:2308.16554},
year = {2023}
}
Comments
submitted to SIAM SICON