OPTIMAL CONTROL AND CONVEX PROGRAMMING,

Abstract

A general type of discrete optimal control problem with both control and state constraints is considered. Necessary conditions for a relative minimum are given (assuming only differentiability) based on the KuhnTucker theory. For a convex function and linear system of differential equations it is shown that these conditions are also sufficient for a global minimum. A computational scheme is described for the state constrained problem where the conditions are sufficient. The scheme is based on a convex programming method and determines first if any admissible control exists, and if so, finds an optimal control. The solution of a four-dimensional system with state constraints is presented in order to illustrate this computational scheme. (Author)

Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1965
Accession Number
AD0614939

Entities

People

  • J. B. Rosen

Organizations

  • University of Wisconsin–Madison

Tags

DTIC Thesaurus Topics

  • Computer Programming
  • Convex Programming
  • Differential Equations
  • Equations
  • Four Dimensional
  • Linear Systems
  • Mathematics

Fields of Study

  • Mathematics

Readers

  • Control Systems Engineering.
  • Graph Algorithms and Convex Optimization.
  • Mathematical Modeling and Probability Theory.