Title :
A Novel Penalty Approach for Nonlinear Dynamic Optimization Problems With Inequality Path Constraints
Author :
Xinggao Liu ; Yunqing Hu ; Jianghua Feng ; Kean Liu
Author_Institution :
Control Dept., Zhejiang Univ., Hangzhou, China
Abstract :
The control vector parameterization (CVP) approach is popular to solve nonlinear dynamic optimization problems, but handling inequality path constraints within its framework is a challenge. This study deals with inequality path constraints by using the l1 penalty function and a novel smoothing technique. After clarifying some theories of the proposed approach, a concomitant algorithm is also put forward and verified.
Keywords :
dynamic programming; nonlinear programming; vectors; CVP; concomitant algorithm; control vector parameterization; inequality path constraints; nonlinear dynamic optimization problems; novel penalty approach; novel smoothing technique; Approximation algorithms; Heuristic algorithms; Linear programming; Nonlinear dynamical systems; Optimization; Smoothing methods; Vectors; Control vector parameterization (CVP); inequality path constraint; nonlinear dynamic optimization; penalty function; smoothing technique;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2014.2317293
