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arXiv · 2304.03465

A primal--dual algorithm as applied to optimal control problems

Regina S. Burachik·C. Yalçın Kaya·Xuemei Liu
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Abstract

We propose a primal--dual technique that applies to infinite dimensional equality constrained problems, in particular those arising from optimal control. As an application of our general framework, we solve a control-constrained double integrator optimal control problem and the challenging control-constrained free flying robot optimal control problem by means of our primal--dual scheme. The algorithm we use is an epsilon-subgradient method that can also be interpreted as a penalty function method. We provide extensive comparisons of our approach with a traditional numerical approach.

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Regina S. Burachik, C. Yalçın Kaya, Xuemei Liu. 2023-04-07. A primal--dual algorithm as applied to optimal control problems. https://arxiv.org/abs/2304.03465

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