This paper is concerned with the proximal-based approachto linear and finite-difference approximations ofconstrained convex optimal control problems (OCPs). Weconsider control systems governed by ordinary differentialequations in the presence of additional terminal/state inequalitiesand propose a numerical method derived fromthe proximal point algorithm. The aim of the paper is tostudy the convergence properties of the obtained conceptualalgorithm and to show that it can be used to computeapproximate optimal controls.
An Application of the Proximal Point Algorithm to Optimal Control Problems with Constraints
2009-09-01
486817 byte
Conference paper
Electronic Resource
English
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