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Necessary condition for sparse optimal control problem with intermediate constraints

2020/12/21 by Yogesh Kumar, Sukumar Srikant, Kumar, Yogesh +6
Computer Science · Engineering · Mathematics · #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis #Spacecraft Dynamics and Control #Stability and Control of Uncertain Systems #math.OC

paper · pdf · doi:10.48550/arxiv.2012.11155

25 pages, 12 figures

arxiv created 2020/12/21 · openalex publication_date 2020/12/21 · arxiv updated 2020/12/22 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

This article treats optimal sparse control problems with multiple constraints defined at intermediate points of the time domain. For such problems with intermediate constraints, we first establish a new Pontryagin maximum principle that provides first order necessary conditions for optimality in such problems. Then we announce and employ a new numerical algorithm to arrive at, in a computationally tractable fashion, optimal state-action trajectories from the necessary conditions given by our maximum principle. Several detailed illustrative examples are included.

Citations

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