Extension of switch point algorithm to boundary-value problems

William W. Hager ()
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William W. Hager: University of Florida

Computational Optimization and Applications, 2023, vol. 86, issue 3, No 14, 1229-1246

Abstract: Abstract In an earlier paper ( https://doi.org/10.1137/21M1393315 ), the switch point algorithm was developed for solving optimal control problems whose solutions are either singular or bang-bang or both singular and bang-bang, and which possess a finite number of jump discontinuities in an optimal control at the points in time where the solution structure changes. The class of control problems that were considered had a given initial condition, but no terminal constraint. The theory is now extended to include problems with both initial and terminal constraints, a structure that often arises in boundary-value problems. Substantial changes to the theory are needed to handle this more general setting. Nonetheless, the derivative of the cost with respect to a switch point is again the jump in the Hamiltonian at the switch point.

Keywords: Switch point algorithm; Singular control; Bang–bang control; Boundary-value problems; 49M25; 49M37; 65K05; 90C30 (search for similar items in EconPapers)
Date: 2023
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10589-023-00530-y

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