Douglas–Rachford algorithm for control- and state-constrained optimal control problems

We consider the application of the Douglas–Rachford (DR) algorithm to solve linear-quadratic (LQ) control problems with box constraints on the state and control variables. We have split the constraints of the optimal control problem into two sets: one involving the ordinary differential equation wit...

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Bibliographic Details
Published in:AIMS Mathematics
Main Authors: Regina S. Burachik, Bethany I. Caldwell, C. Yalçın Kaya
Format: Article
Language:English
Published: AIMS Press 2024-04-01
Subjects:
optimal control
douglas–rachford algorithm
harmonic oscillator
control constraints
state constraints
numerical methods
Online Access:https://www.aimspress.com/article/doi/10.3934/math.2024675?viewType=HTML

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https://www.aimspress.com/article/doi/10.3934/math.2024675?viewType=HTML

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