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A sensitivity-based extrapolation technique for the numerical solution of state-constrained optimal control problems
Published online by Cambridge University Press: 02 July 2009
Abstract
Sensitivity analysis (with respect to the regularization parameter) of the solution of a class of regularized state constrained optimal control problems is performed. The theoretical results are then used to establish an extrapolation-based numerical scheme for solving the regularized problem for vanishing regularization parameter. In this context, the extrapolation technique provides excellent initializations along the sequence of reducing regularization parameters. Finally, the favorable numerical behavior of the new method is demonstrated and a comparison to classical continuation methods is provided.
Keywords
- Type
- Research Article
- Information
- ESAIM: Control, Optimisation and Calculus of Variations , Volume 16 , Issue 3 , July 2010 , pp. 503 - 522
- Copyright
- © EDP Sciences, SMAI, 2009
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