A GRADIENT METHOD OF SOLVING ONE CLASS OF OPTIMAL CONTROL PROBLEMS,
Abstract
The article deals with the problem of minimizing the mean-square value of a part of the components of the final state of an object whose motion is described by a linear system of ordinary differential equations with initial conditions. The problem is solved under the condition that the remaining components of the final state of the object go through a specified point manifold. By making use several premises of functional analysis, and extending a method first described by R. Gabasov and F. M. Kirillova, the problem is reduced to that of determining the maximum of a certain convex function of a finite number of variables, which play the role of the initial values of the vector of a conjugate system. The search is carried out by a gradient method which is analogous in a certain sense with the method of steepest ascent. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 25, 1969
- Accession Number
- AD0696227
Entities
People
- O. V. Vasilev
Organizations
- National Air and Space Intelligence Center