Abstract
A new approach is proposed for constructing a relaxation sequence of admissible controls in the class of optimal control problems with constraints. The approach is based on the construction of a system of non-local conditions for improving the admissible control in the form of a fixed point problem of the control operator. To build the conditions for improving the admissible control, we apply the transition to an auxiliary optimization problem based on the well-known principle of extension. Sufficient conditions for the optimality of admissible control and the existence of a minimizing sequence of admissible controls in the considered class of problems with constraints are substantiated. A comparative analysis of the computational efficiency of the proposed iterative method of fixed points with the exact implementation of constraints in model and test optimal control problems is carried out.
This work was carried out with the financial support of the Ministry of Education and Science, project 1.5049.2017BC; RFBR project 18-41-030005-r-a.
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Buldaev, A.S., Burlakov, I.D. (2019). Iterative Method with Exact Fulfillment of Constraints in Optimal Control Problems. In: Bykadorov, I., Strusevich, V., Tchemisova, T. (eds) Mathematical Optimization Theory and Operations Research. MOTOR 2019. Communications in Computer and Information Science, vol 1090. Springer, Cham. https://doi.org/10.1007/978-3-030-33394-2_35
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DOI: https://doi.org/10.1007/978-3-030-33394-2_35
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