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An interior penalty method for optimal control problems with state and input constraints of non-linear systems

Authors: P. Malisani, F. Chaplais, and N. Petit, Optimal Control, Applications and Methods, June 25 2014, available online at Wiley Online Library.
This paper exposes a methodology to solve state and input constrained optimal control problems for nonlinear systems. In the presented ‘interior penalty’ approach, constraints are penalized in a way that guarantees the strict interiority of the approaching solutions. This property allows one to invoke simple (without constraints) stationarity conditions to characterize the unknowns. A constructive choice for the penalty functions is exhibited. The property of interiority is established, and practical guidelines for implementation are given. A numerical benchmark example is given for illustration.
BibTeX:
@Article{,
author = {F. Chaplais P. Malisani, and N. Petit},
title = {An interior penalty method for optimal control problems with state and input constraints of non-linear systems},
journal = {Optimal Control, Applications and Methods},
volume = {},
number = {},
pages = {http://onlinelibrary.wiley.com/doi/10.1002/oca.2134/abstract},
year = {2014},
}