SOME EFFICIENT ALGORITHMS FOR A CLASS OF ABSTRACT OPTIMIZATION PROBLEMS ARISING IN OPTIMAL CONTROL,

Abstract

Three abstract optimization problems are presented along with doubly iterative algorithms for their numerical solution. These algorithms are generalizations of particular algorithms described by Barr and Gilbert and Fujisawa and Yasuad. The supporting theory is fully developed along with proofs of convergence. Practical aspects of computations are considered and procedures which insure rapid convergence are discussed. Two applications to discrete-time optimal control problems are described. (Author)

Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1969
Accession Number
AD0687158

Entities

People

  • Elmer G. Gilbert
  • Robert O. Barr

Organizations

  • University of Michigan

Tags

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Operations Research