CUTTING PLANE ALGORITHMS AND STATE SPACE CONSTRAINED LINEAR OPTIMAL CONTROL PROBLEMS

Abstract

An algorithm is proposed for solving continuous linear optimal control systems with state space constraints by solving a sequence of linear optimal control systems without state space constraints. The convergence of the algorithm is proved by method similar to cutting plane algorithm for convex programs in Banach Spaces. It is also shown how to solve the problem by using a mathematical programming algorithm on the discretized problem. A numerical example is solved by discretization and mathematical programming.

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1969
Accession Number
AD0700696

Entities

People

  • Kailash C. Kapur
  • Richard M. Van Slyke

Organizations

  • University of California, Berkeley

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Banach Space
  • Computer Programming
  • Continuity
  • Control Systems
  • Convergence
  • Convex Programming
  • Differential Equations
  • Equations
  • Functional Analysis
  • Industrial Engineering
  • Linear Programming
  • Mathematical Programming
  • Operations Research
  • Sequences
  • Systems Engineering
  • Weak Convergence

Fields of Study

  • Mathematics

Readers

  • Operations Research

Technology Areas

  • Space
  • Space - Spacecraft Maneuvers