Seminar第2947讲 连续不等式约束最优控制问题的增广Lagrangian方法

创建时间:  2025/11/10  谭福平   浏览次数:   返回

报告题目 (Title):连续不等式约束最优控制问题的增广Lagrangian 方法

报告人 (Speaker): 吴迪 博士 上海工程技术大学

报告时间 (Time):2025年11 月08日 ( 周六 ) 16:00-18:00

报告地点 (Place):校本部F619

邀请人(Inviter):白延琴 教授


报告摘要:In this talk, an augmented Lagrangian method is proposed to transform the continuous inequality-constrained optimal control problem into a sequence of unconstrained sub-problems. Furthermore, it is proven that the solution of the sub-problem converges to the minimizer of the original problem, provided that the parameter value does not decrease during the iteration process. Three examples are considered for illusion of our method. Numerical results show that not only the numerical solution obtained by the proposed method satisfies the constraints over the whole time domain, but also the optimal cost value computed is always lower than that obtained by the existing methods.

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