Research output: Contribution to journal › Article › peer-review
Penalty functions in a control problem. / Karelin, V. V.
In: Automation and Remote Control, Vol. 65, No. 3, 03.2004, p. 483-492.Research output: Contribution to journal › Article › peer-review
}
TY - JOUR
T1 - Penalty functions in a control problem
AU - Karelin, V. V.
PY - 2004/3
Y1 - 2004/3
N2 - The exact penalty method is applied to the problem of optimal control of a system described by ordinary differential equations. Though the functional thus obtained is essentially nonsmooth, it is direction differentiable (and even subdifferentiable). Differential equations are regarded as constraints and "eliminated" by introducing a penalty function. The aim of this paper is to show the well-known conditions of optimality can be derived via penalty functions.
AB - The exact penalty method is applied to the problem of optimal control of a system described by ordinary differential equations. Though the functional thus obtained is essentially nonsmooth, it is direction differentiable (and even subdifferentiable). Differential equations are regarded as constraints and "eliminated" by introducing a penalty function. The aim of this paper is to show the well-known conditions of optimality can be derived via penalty functions.
UR - http://www.scopus.com/inward/record.url?scp=84904240291&partnerID=8YFLogxK
U2 - 10.1023/B:AURC.0000019381.32610.e9
DO - 10.1023/B:AURC.0000019381.32610.e9
M3 - Article
AN - SCOPUS:84904240291
VL - 65
SP - 483
EP - 492
JO - Automation and Remote Control
JF - Automation and Remote Control
SN - 0005-1179
IS - 3
ER -
ID: 49928109