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Extension of switch point algorithm to boundary-value problems

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  • William W. Hager

    (University of Florida)

Abstract

In an earlier paper ( https://doi.org/10.1137/21M1393315 ), the switch point algorithm was developed for solving optimal control problems whose solutions are either singular or bang-bang or both singular and bang-bang, and which possess a finite number of jump discontinuities in an optimal control at the points in time where the solution structure changes. The class of control problems that were considered had a given initial condition, but no terminal constraint. The theory is now extended to include problems with both initial and terminal constraints, a structure that often arises in boundary-value problems. Substantial changes to the theory are needed to handle this more general setting. Nonetheless, the derivative of the cost with respect to a switch point is again the jump in the Hamiltonian at the switch point.

Suggested Citation

  • William W. Hager, 2023. "Extension of switch point algorithm to boundary-value problems," Computational Optimization and Applications, Springer, vol. 86(3), pages 1229-1246, December.
    • Handle: RePEc:spr:coopap:v:86:y:2023:i:3:d:10.1007_s10589-023-00530-y
    DOI: 10.1007/s10589-023-00530-y
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