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An Augmented Lagrangian Method for Optimal Control of Continuous Time DAE Systems

Aguiar, Marco Aurelio Schmitz de; Camponogara, Eduardo; Foss, Bjarne Anton
Conference object, Journal article, Peer reviewed
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URI
http://hdl.handle.net/11250/2429602
Date
2016
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  • Institutt for teknisk kybernetikk [2277]
  • Publikasjoner fra CRIStin - NTNU [21889]
Original version
10.1109/CCA.2016.7587967
Abstract
This works presents an algorithm for solving optimal control problems (OCP) of differential algebraic equations (DAE) based on the augmented Lagrangian method. The algorithm relaxes the algebraic equations and solves a sequence of OCPs of ordinary differential equations (ODE). The major benefits of this approach are twofold. First, the state and algebraic variables can be bound constrained, even when the solution methods are indirect. Second, by reducing the system to an ODE, the representation is more compact and can be handled by computationally efficient methods. Experiments show that the algorithm converges to the objective value of the original OCP and the violation of the relaxed algebraic equation goes to zero.
Description
Author preprint
Publisher
IEEE
Journal
Proceedings of the IEEE Conference on Control Applications

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