Interior point methods in optimal control problems of affine systems: Convergence results and solving algorithms

2023/08/31 by Malisani, Paul
#FOS: Mathematics #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.2308.16554

Abstract

This paper presents an interior point method for pure-state and mixed-constrained optimal control problems for dynamics, mixed constraints, and cost function all affine in the control variable. This method relies on resolving a sequence of two-point boundary value problems of differential and algebraic equations. This paper establishes a convergence result for primal and dual variables of the optimal control problem. A primal and a primal-dual solving algorithm are presented, and a challenging numerical example is treated for illustration. Accepted for publication at SIAM SICON 2023

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