COMPUTATIONAL ALGORITHMS IN OPTIMAL CONTROL,

Abstract

Concepts fundamental to many numerical optimization techniques are reviewed in order that some of the different methods currently being used can be viewed from a unified approach. The similarities between the ordinary minimum problem and the variational problem are emphasized as is the role that the Lagrange multipliers play in constrained optimization problems. Some of the more recent conjugate gradient methods which appear promising are also discussed. This paper should complement the previous paper by Prof. Bryson in which applications of optimal control are discussed. Any discussion of Dynamic Programming has been deliberately avoided as this is the subject of the last paper on this program by Dr. Larson. (Author)

Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1967
Accession Number
AD0655735

Entities

People

  • Richard E. Kopp

Organizations

  • Grumman

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Computer Programming
  • Dynamic Programming
  • Evolutionary Algorithms
  • Heuristic Methods
  • Mathematical Programming
  • Mathematics
  • New York
  • Optimization

Readers

  • Operations Research
  • Theoretical Analysis.