Numerical treatment of multiobjective optimal control problems

• Published in: Automatica (Oxford) Vol. 39; no. 1; pp. 47 - 55
• Main Authors: El-Kady, M.M., Salim, M.S., El-Sagheer, A.M.
• Format: Journal Article
• Language: English
• Published: Oxford Elsevier Ltd 2003; Elsevier
• Subjects: Applied sciences; Computer science; control theory; systems; Control system analysis; Control theory. Systems; Exact sciences and technology; Mathematics; Miscellaneous; Multiobjective constraints; Numerical analysis; Numerical analysis. Scientific computation; Numerical methods in mathematical programming, optimization and calculus of variations; Numerical methods in optimization and calculus of variations; Optimal control; Parametric optimal control; Sciences and techniques of general use; Parametric optimal control; Multiobjective constraints; Penalty function; Multicriteria analysis; Optimal control; Chebyshev polynomial; Multiobjective programming; Numerical method; Optimal control (mathematics); Constrained optimization
• ISSN: 0005-1098; 1873-2836
• DOI: 10.1016/S0005-1098(02)00109-7

We present a numerical procedure for solving optimal control problems with both linear terminal constraints and multiple criteria. Using a
Chebyshev spectral procedure, the problem reduces to a constrained optimization problem which can be solved using hybrid penalty partial quadratic interpolation (HPPQI) technique. The proposed procedure compares quite favorably with other methods on a sample of well-known examples.