SEQUENTIAL QUADRATIC PROGRAMMING METHODS FOR OPTIMAL CONTROL PROBLEMS WITH STATE CONSTRAINTS

(整期优先)网络出版时间:1993-02-12
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AKindofdirectmethodsispresentedforthesolutionofoptimalcontrolproblemswithstateconstraints.Thesemethodsaresequentialquadraticprogrammingmethods.AteveryiterationaquadraticprogrammingwhichisobtainedbyquadraticapproximationtoLagrangianfunctionandLinearapproximationstoconstraintsissolvedtogetasearchdirectionforameritfunction.ThemeritfunctionisformulatedbyaugmentingtheLagrangianfunetionwithapenaltyterm.Alinesearchiscarriedoutalongthesearchdirectiontodetermineasteplengthsuchthatthemeritfunctionisdecreased.Themethodspresentedinthispaperincludecontinuoussequentialquadraticprogrammingmethodsanddiscreatesequentialquadradeprogrammingmethods.