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Penalty Functions in a Control Problem

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Abstract

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.

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Authors and Affiliations

  1. St. Petersburg State University, St. Petersburg, Russia

    V. V. Karelin

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  1. V. V. Karelin
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Karelin, V.V. Penalty Functions in a Control Problem. Automation and Remote Control 65, 483–492 (2004). https://doi.org/10.1023/B:AURC.0000019381.32610.e9

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  • DOI: https://doi.org/10.1023/B:AURC.0000019381.32610.e9

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