Optimal Control Formulation for Complementarity Dynamical Systems

S. Mohsen Miri () and Sohrab Effati ()
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S. Mohsen Miri: Ferdowsi University of Mashhad
Sohrab Effati: Ferdowsi University of Mashhad

Journal of Optimization Theory and Applications, 2017, vol. 175, issue 2, No 4, 356-372

Abstract: Abstract In this paper, we show that the complementarity dynamical systems can be reformulated as optimal control problems. By using this reformulation, we present a pseudospectral scheme to discretize the complementarity dynamical systems. Applying this discretization, the complementarity dynamical system is reduced to a sequence of nonlinear programming problems. Numerical examples and comparison with two other methods are included to demonstrate the capability of the proposed method.

Keywords: Complementarity dynamical system; Optimal control problem; Nonlinear complementarity function; Legendre pseudospectral method; 90C33; 49M37; 90C30 (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/s10957-017-1178-0

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