Mixed Frank–Wolfe Penalty Method with Applications to Nonconvex Optimal Control Problems |
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Authors: | Chryssoverghi I Bacopoulos A Kokkinis B Coletsos J |
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Institution: | (1) Department of Mathematics, National Technical University, Athens, Greece;(2) Department of Mathematics, National Technical University, Athens, Greece;(3) Department of Mathematics, National Technical University, Athens, Greece |
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Abstract: | We consider a general optimization problem which is an abstract formulation of a broad class of state-constrained optimal control problems in relaxed form. We describe a generalized mixed Frank–Wolfe penalty method for solving the problem and prove that, under appropriate assumptions, accumulation points of sequences constructed by this method satisfy the necessary conditions for optimality. The method is then applied to relaxed optimal control problems involving lumped as well as distributed parameter systems. Numerical examples are given. |
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Keywords: | Mixed penalty method Frank– Wolfe method optimal control relaxed control lumped systems distributed systems |
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