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arXiv · 2308.16554

Interior point methods in optimal control problems of affine systems: Convergence results and solving algorithms

Paul Malisani
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Abstract

This paper presents an interior point method for pure-state and mixed-constrained optimal control problems for dynamics, mixed constraints, and cost function all affine in the control variable. This method relies on resolving a sequence of two-point boundary value problems of differential and algebraic equations. This paper establishes a convergence result for primal and dual variables of the optimal control problem. A primal and a primal-dual solving algorithm are presented, and a challenging numerical example is treated for illustration. Accepted for publication at SIAM SICON 2023

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Paul Malisani. 2023-08-31. Interior point methods in optimal control problems of affine systems: Convergence results and solving algorithms. https://arxiv.org/abs/2308.16554

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