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math.OC2024
Infeasible and Critically Feasible Optimal Control
Regina S. Burachik, C. Yalçın Kaya, Walaa M. Moursi
We consider optimal control problems involving two constraint sets: one comprised of linear ordinary differential equations with the initial and terminal states specified and the o…
math.OC2024
Douglas-Rachford Algorithm for Control- and State-constrained Optimal Control Problems
Regina S. Burachik, Bethany I. Caldwell, C. Yalçın Kaya
We consider the application of the Douglas-Rachford (DR) algorithm to solve linear-quadratic (LQ) control problems with box constraints on the state and control variables. We split…