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Optimal feedback control for dynamic systems with state constraints: An exact penalty approach

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Abstract

In this paper, we consider a class of nonlinear dynamic systems with terminal state and continuous inequality constraints. Our aim is to design an optimal feedback controller that minimizes total system cost and ensures satisfaction of all constraints. We first formulate this problem as a semi-infinite optimization problem. We then show that by using a new exact penalty approach, this semi-infinite optimization problem can be converted into a sequence of nonlinear programming problems, each of which can be solved using standard gradient-based optimization methods. We conclude the paper by discussing applications of our work to glider control.

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Authors and Affiliations

  1. Department of Mathematics and Statistics, Curtin University, Perth, Western Australia, Australia

    Qun Lin, Ryan Loxton, Kok Lay Teo & Yong Hong Wu

Authors
  1. Qun Lin
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  2. Ryan Loxton
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  3. Kok Lay Teo
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  4. Yong Hong Wu
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Correspondence to Ryan Loxton.

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Lin, Q., Loxton, R., Teo, K.L. et al. Optimal feedback control for dynamic systems with state constraints: An exact penalty approach. Optim Lett 8, 1535–1551 (2014). https://doi.org/10.1007/s11590-013-0657-y

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  • DOI: https://doi.org/10.1007/s11590-013-0657-y

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