By Alfio Borzì, profesor de la Universidad de Wuerzburg, Alemania
Fecha seminario: 2020-10-22
The sequential quadratic Hamiltonian (SQH) method for solving different classes of non-smooth and non-convex ODE and PDE optimal control problems is presented. The solutions to these problems are characterised by the Pontryagins maximum principle (PMP), which is also the starting point for the formulation of the SQH scheme. Convergence of the SQH method is discussed for different benchmark control problems. These problems include linear and nonlinear differential models with linear and bilinear control mechanisms, non-convex and discontinuous costs of the controls, the case of state constraints, etc.. Results of numerical experiments are presented that demonstrate the large range of applicability of the SQH scheme