On the Gradient Projection Method for Optimal Control Problems with Nonnegative $\mathcal{L}^2 $ Inputs
- 1 March 1994
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control and Optimization
- Vol. 32 (2) , 516-537
- https://doi.org/10.1137/s0363012992233652
Abstract
Local convergence and active constraint identification theorems are proved for gradient-projection iterates in the cone of nonnegative ${\cal L}^2$ functions on $[0,1]$. The theorems are based on recently established infinite-dimensional extensions of the Kuhn-Tucker sufficient conditions and are directly applicable to a large class of continuous-time optimal control problems with smooth nonconvex nonquadratic objective fractions and Hamiltonians that are quadratic in the control input $u$.
Keywords
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