On the convergence of the gradient projection method for convex optimal control problems with bang–bang solutions
J. Preininger, Phan Tu Vuong · Computational Optimization and Applications · 2018
We revisit the gradient projection method in the framework of nonlinear optimal control problems with bang-bang solutions. We obtain the strong convergence of the iterative sequence of controls and the corresponding trajectories. Moreover, we establish a convergence rate, depending on a constant appearing in the corresponding switching function and prove that this convergence rate estimate is sharp. Some numerical illustrations are reported confirming the theoretical results.