Dynamic Programming Method for Constrained Discrete-Time Optimal Control

C. R. Dohrmann and R. D. Robinett
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C. R. Dohrmann: Structural Dynamics Department, Sandia National Laboratories
R. D. Robinett: Intelligent System Sensors and Controls Department, Sandia National Laboratories

Journal of Optimization Theory and Applications, 1999, vol. 101, issue 2, No 2, 259-283

Abstract: Abstract A dynamic programming method is presented for solving constrained, discrete-time, optimal control problems. The method is based on an efficient algorithm for solving the subproblems of sequential quadratic programming. By using an interior-point method to accommodate inequality constraints, a modification of an existing algorithm for equality constrained problems can be used iteratively to solve the subproblems. Two test problems and two application problems are presented. The application examples include a rest-to-rest maneuver of a flexible structure and a constrained brachistochrone problem.

Keywords: Optimal control; dynamic programming; interior-point methods; sequential quadratic programming (search for similar items in EconPapers)
Date: 1999
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DOI: 10.1023/A:1021733425632

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