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Title: Extension of switch point algorithm to boundary-value problems
In an earlier paper (https://doi.org/10.1137/21M1393315), the switch point algorithm was developed for solving optimal control problems whose solutions are either singular or bang-bang or both singular and bang-bang, and which possess a finite number of jump discontinuities in an optimal control at the points in time where the solution structure changes. The class of control problems that were considered had a given initial condition, but no terminal constraint. The theory is now extended to include problems with both initial and terminal constraints, a structure that often arises in boundary-value problems. Substantial changes to the theory are needed to handle this more general setting. Nonetheless, the derivative of the cost with respect to a switch point is again the jump in the Hamiltonian at the switch point.  more » « less
Award ID(s):
2031213
NSF-PAR ID:
10481503
Author(s) / Creator(s):
Publisher / Repository:
Springer
Date Published:
Journal Name:
Computational Optimization and Applications
Volume:
86
Issue:
3
ISSN:
0926-6003
Page Range / eLocation ID:
1229 to 1246
Subject(s) / Keyword(s):
Switch point algorithm Singular control Bang–bang control Boundary-value problems
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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