AN OPTIMAL CONTROL ALGORITHM BASED ON AN INITIAL COSTATE SEARCH.

Abstract

An algorithm is presented for solving a wide class of optimal control problems. The algorithm is based on the reformulation of the associated two-point boundary value problem as a multi-dimensional minimization problem. This secondary problem is solved using the method of Davidon-Fletcher-Powell. Two techniques are considered for solving the one-dimensional minimization problem implicit in the Davidon-Fletcher-Powell method; the first is a polynomial interpolation technique, and the second a scheme based on the Fibonacci search. A variety of example problems are solved to demonstrate both the scope and the effectiveness of the algorithm. (Author)

Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1969
Accession Number
AD0696040

Entities

People

  • Louis G. Birta
  • Peter J. Trushel

Organizations

  • National Research Council Canada

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Boundaries
  • Boundary Value Problems
  • Control Systems
  • Interpolation
  • Mathematical Analysis
  • Mathematics
  • Polynomials

Readers

  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Operations Research