DocumentCode
75185
Title
A Novel Penalty Approach for Nonlinear Dynamic Optimization Problems With Inequality Path Constraints
Author
Xinggao Liu ; Yunqing Hu ; Jianghua Feng ; Kean Liu
Author_Institution
Control Dept., Zhejiang Univ., Hangzhou, China
Volume
59
Issue
10
fYear
2014
fDate
Oct. 2014
Firstpage
2863
Lastpage
2867
Abstract
The control vector parameterization (CVP) approach is popular to solve nonlinear dynamic optimization problems, but handling inequality path constraints within its framework is a challenge. This study deals with inequality path constraints by using the l1 penalty function and a novel smoothing technique. After clarifying some theories of the proposed approach, a concomitant algorithm is also put forward and verified.
Keywords
dynamic programming; nonlinear programming; vectors; CVP; concomitant algorithm; control vector parameterization; inequality path constraints; nonlinear dynamic optimization problems; novel penalty approach; novel smoothing technique; Approximation algorithms; Heuristic algorithms; Linear programming; Nonlinear dynamical systems; Optimization; Smoothing methods; Vectors; Control vector parameterization (CVP); inequality path constraint; nonlinear dynamic optimization; penalty function; smoothing technique;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.2014.2317293
Filename
6787015
Link To Document