Finite difference smoothing solutions of nonsmooth constrained optimal control problems

Xiaojun Chen

doi:10.1081/NFA-200051629

Finite difference smoothing solutions of nonsmooth constrained optimal control problems

Xiaojun Chen

Research output: Journal article publication › Journal article › Academic research › peer-review

1 Citation (Scopus)

Abstract

The finite difference method and smoothing approximations for a nonsmooth constrained optimal control problem are considered. Convergence of solutions of discretized smoothing optimal control problems is proved. Error estimates of finite difference smoothing solutions are given. Numerical examples are used to test a smoothing sequential quadratic programming (SQP) method for solving the nonsmooth constrained optimal control problem.

Original language	English
Pages (from-to)	49-68
Number of pages	20
Journal	Numerical Functional Analysis and Optimization
Volume	26
Issue number	1
DOIs	https://doi.org/10.1081/NFA-200051629
Publication status	Published - 25 Apr 2005
Externally published	Yes

Keywords

Finite difference method
Nondifferentiability
Optimal control
Smoothing approximation

ASJC Scopus subject areas

Applied Mathematics
Control and Optimization

More information

10.1081/NFA-200051629

Cite this

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abstract = "The finite difference method and smoothing approximations for a nonsmooth constrained optimal control problem are considered. Convergence of solutions of discretized smoothing optimal control problems is proved. Error estimates of finite difference smoothing solutions are given. Numerical examples are used to test a smoothing sequential quadratic programming (SQP) method for solving the nonsmooth constrained optimal control problem.",

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AB - The finite difference method and smoothing approximations for a nonsmooth constrained optimal control problem are considered. Convergence of solutions of discretized smoothing optimal control problems is proved. Error estimates of finite difference smoothing solutions are given. Numerical examples are used to test a smoothing sequential quadratic programming (SQP) method for solving the nonsmooth constrained optimal control problem.

KW - Finite difference method

KW - Nondifferentiability

KW - Optimal control

KW - Smoothing approximation

UR - http://www.scopus.com/inward/record.url?scp=17044430933&partnerID=8YFLogxK

U2 - 10.1081/NFA-200051629

DO - 10.1081/NFA-200051629

M3 - Journal article

SN - 0163-0563

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EP - 68

JO - Numerical Functional Analysis and Optimization

JF - Numerical Functional Analysis and Optimization

IS - 1

ER -

Finite difference smoothing solutions of nonsmooth constrained optimal control problems

Abstract

Keywords

ASJC Scopus subject areas

More information

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