I am interested in solving the following optimal control problem
$$\min_{\mathbf{u}(t)} \ \phi(\mathbf{x}(t_f),t_f)+\int_{t_0}^{t_f}\mathcal{L}(\mathbf{x}(t), \mathbf{u}(t), t)\, \mathrm{d}t$$
subjected to
$$\dot{\mathbf{x}}=f(\mathbf{x}(t), \mathbf{u}(t), t), \quad \mathbf{x}(t_0)=\mathbf{x}_0$$
and a path constraint in the form
$$g(\mathbf{x}(\tau), \mathbf{u}(\tau), \tau)\le0 \quad \mbox{for some} \quad \tau\in[t_0, t_f].$$
For clarity's sake, this strange path constraint should not be enforced for the whole timespan, but it is sufficient that it is respected in just one point in time $\tau$, unknown a priori.
I thought that one approach could be to exploit a direct optimization method, discretizing the state and controls, and appending $\tau$ to the decision vector.
However, I am wondering: does it exists an alternative (and more elegant) approach to deal with this problem and the "discrete" path constraint?
2026-03-27 23:14:00.1774653240
Optimal control problem with inequality constraints at discrete times
22 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail AtRelated Questions in OPTIMIZATION
- Optimization - If the sum of objective functions are similar, will sum of argmax's be similar
- optimization with strict inequality of variables
- Gradient of Cost Function To Find Matrix Factorization
- Calculation of distance of a point from a curve
- Find all local maxima and minima of $x^2+y^2$ subject to the constraint $x^2+2y=6$. Does $x^2+y^2$ have a global max/min on the same constraint?
- What does it mean to dualize a constraint in the context of Lagrangian relaxation?
- Modified conjugate gradient method to minimise quadratic functional restricted to positive solutions
- Building the model for a Linear Programming Problem
- Maximize the function
- Transform LMI problem into different SDP form
Related Questions in OPTIMAL-CONTROL
- Do I really need quadratic programming to do a Model Predictive Controller?
- Transforming linear dynamical system to reduce magnitude of eigen values
- Hamiltonian minimization
- An approximate definition of optimal state trajectory of a discrete time system
- Reference request: Symmetric Groups and linear control systems
- Does the Pontryagrin maximum principle in sequential order result in same minimum?
- I can't get my Recursive Least Square algorithm work - What have I miss?
- Will LQR act like MPC in reality?
- Find which gain the process will be unstable?
- How do I find the maximum gain limit for a delayed system?
Related Questions in CONSTRAINTS
- Optimization - If the sum of objective functions are similar, will sum of argmax's be similar
- Find all local maxima and minima of $x^2+y^2$ subject to the constraint $x^2+2y=6$. Does $x^2+y^2$ have a global max/min on the same constraint?
- Constrained eigenvalue problem
- Constrained optimization where the choice is a function over an interval
- MILP constraints with truth table
- Convexify this optimization problem with one nonlinear (bilinear) constraint
- Second-order cone constraints
- Matching position and rotation of moving target.
- Existence of global minimum $f(x,y,z) = x + y + z$ under the constraint $x^2+xy+2y^2-z=1$
- Constrained Optimization: Lagrange Multipliers
Trending Questions
- Induction on the number of equations
- How to convince a math teacher of this simple and obvious fact?
- Find $E[XY|Y+Z=1 ]$
- Refuting the Anti-Cantor Cranks
- What are imaginary numbers?
- Determine the adjoint of $\tilde Q(x)$ for $\tilde Q(x)u:=(Qu)(x)$ where $Q:U→L^2(Ω,ℝ^d$ is a Hilbert-Schmidt operator and $U$ is a Hilbert space
- Why does this innovative method of subtraction from a third grader always work?
- How do we know that the number $1$ is not equal to the number $-1$?
- What are the Implications of having VΩ as a model for a theory?
- Defining a Galois Field based on primitive element versus polynomial?
- Can't find the relationship between two columns of numbers. Please Help
- Is computer science a branch of mathematics?
- Is there a bijection of $\mathbb{R}^n$ with itself such that the forward map is connected but the inverse is not?
- Identification of a quadrilateral as a trapezoid, rectangle, or square
- Generator of inertia group in function field extension
Popular # Hahtags
second-order-logic
numerical-methods
puzzle
logic
probability
number-theory
winding-number
real-analysis
integration
calculus
complex-analysis
sequences-and-series
proof-writing
set-theory
functions
homotopy-theory
elementary-number-theory
ordinary-differential-equations
circles
derivatives
game-theory
definite-integrals
elementary-set-theory
limits
multivariable-calculus
geometry
algebraic-number-theory
proof-verification
partial-derivative
algebra-precalculus
Popular Questions
- What is the integral of 1/x?
- How many squares actually ARE in this picture? Is this a trick question with no right answer?
- Is a matrix multiplied with its transpose something special?
- What is the difference between independent and mutually exclusive events?
- Visually stunning math concepts which are easy to explain
- taylor series of $\ln(1+x)$?
- How to tell if a set of vectors spans a space?
- Calculus question taking derivative to find horizontal tangent line
- How to determine if a function is one-to-one?
- Determine if vectors are linearly independent
- What does it mean to have a determinant equal to zero?
- Is this Batman equation for real?
- How to find perpendicular vector to another vector?
- How to find mean and median from histogram
- How many sides does a circle have?