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2008
Springer

Optimal control for unstructured nonlinear differential-algebraic equations of arbitrary index

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Optimal control for unstructured nonlinear differential-algebraic equations of arbitrary index
We study optimal control problems for general unstructured nonlinear differential-algebraic equations of arbitrary index. In particular, we derive necessary conditions in the case of linear-quadratic control problems and extend them to the general nonlinear case. We also present a Pontryagin maximum principle for general unstructured nonlinear DAEs in the case of restricted controls. Moreover, we discuss the numerical solution of the resulting two-point boundary value problems and present a numerical example. Keywords. nonlinear differential-algebraic equation, optimal control, maximum principle, solvability, necessary optimality condition, behavior approach, strangeness index, regularization AMS(MOS) subject classification. 93C10, 93C15, 65L80, 49K15, 34H05
Peter Kunkel, Volker Mehrmann
Added 28 Jan 2011
Updated 28 Jan 2011
Type Journal
Year 2008
Where MCSS
Authors Peter Kunkel, Volker Mehrmann
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