Penalty function method for the minimal time crisis problem

Kenza Boumaza (1) , Térence Bayen (2) , Alain Rapaport (1)

1 MISTEA - Mathématiques, Informatique et STatistique pour l'Environnement et l'Agronomie
2 LMA - EA2151 Laboratoire de Mathématiques d'Avignon

In this note, we propose a new method to approximate the minimal time crisis problem using an auxiliary control and a penalty function, and show its convergence to a solution to the original problem. The interest of this approach is illustrated on numerical examples for which optimal trajectories can leave and enter the crisis set tangentially.

Domaines: Optimisation et contrôle [math.OC]

Kenza Boumaza, Térence Bayen, Alain Rapaport. Penalty function method for the minimal time crisis problem. 2020. ⟨hal-02496505⟩