Numerical methods for solving applied optimal control problems

For an optimal control problem with state constraints, an iterative solution method is described based on reduction to a finite-dimensional problem, followed by applying a successive linearization algorithm with the use of an augmented Lagrangian. The efficiency of taking into account state constrai...

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Veröffentlicht in:	Computational mathematics and mathematical physics Jg. 53; H. 12; S. 1825 - 1838
Hauptverfasser:	Gornov, A. Yu, Tyatyushkin, A. I., Finkelstein, E. A.
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Boston Springer US 01.12.2013 Springer Nature B.V
Schlagworte:	Accuracy Algorithms Approximation Computational mathematics Computational Mathematics and Numerical Analysis Control theory Efficiency Lagrange multiplier Linear programming Mathematical analysis Mathematics Mathematics and Statistics Methods Numerical analysis Simplex method Software Studies optimal control augmented Lagrangian iteration methods state constraints successive linearization
ISSN:	0965-5425, 1555-6662
Online-Zugang:	Volltext
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