Mixed Frank–Wolfe Penalty Method with Applications to Nonconvex Optimal Control Problems

I. Chryssoverghi, A. Bacopoulos, B. Kokkinis and J. Coletsos
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I. Chryssoverghi: National Technical University
A. Bacopoulos: National Technical University
B. Kokkinis: National Technical University
J. Coletsos: National Technical University

Journal of Optimization Theory and Applications, 1997, vol. 94, issue 2, No 2, 334 pages

Abstract: Abstract We consider a general optimization problem which is an abstract formulation of a broad class of state-constrained optimal control problems in relaxed form. We describe a generalized mixed Frank–Wolfe penalty method for solving the problem and prove that, under appropriate assumptions, accumulation points of sequences constructed by this method satisfy the necessary conditions for optimality. The method is then applied to relaxed optimal control problems involving lumped as well as distributed parameter systems. Numerical examples are given.

Keywords: Mixed penalty method; Frank–Wolfe method; optimal control; relaxed control; lumped systems; distributed systems (search for similar items in EconPapers)
Date: 1997
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DOI: 10.1023/A:1022631611812

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