On a class of nonsmooth optimal control problems |
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Authors: | J. V. Outrata |
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Affiliation: | (1) Czechoslovak Academy of Sciences, Institute of Information Theory and Automation, Pod vodárenskou ví 4, 182 08 Prague 8, Czechoslovakia |
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Abstract: | In the paper the Zangwill-Pietrzykowski penalties are used for the augmentation of state-space and terminal state inequality constraints in an optimal control problem with a nonsmooth cost of a special structure having a straightforward practical application. Directional derivatives of the augmented cost are derived. In such a way bundle methods for nonsmooth minimization may be utilized. |
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