A Direct Finite Difference Method for Optimal Control Problems.
Abstract
The paper describes an approximate numerical method for solution of optimal control problems. It is called a direct method because it deals directly with the functional to be optimized. The approach is based on the Rayleigh-Ritz method for problems in the calculus of variations. It reduces the determination of an optimal control to the solution of a set of simultaneous algebraic equations. Use of a modified Newton algorithm makes it possible to solve these equations rapidly with a relatively small amount of computer memory. The method is illustrated by application to linear and nonlinear problems of optimal operation of chemical reactors. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1970
- Accession Number
- AD0716546
Entities
People
- Charles D. Fournier
- Frank R. Groves Jr
Organizations
- Louisiana State University