Combined Gradient-Restoration Algorithm for Optimal Control Problems,

Abstract

The paper considers the problem of minimizing a functional I which depends on the state x(t), the control u(t), and parameter pi. Here, I is a scalar, x an n-vector, u an m-vector, and pi a p-vector. At the initial point, the state is prescribed. At the final point, the state and the parameter are required to satisfy q scalar relations. Along the interval of integration, the state, the control, and the parameter are required to satisfy n scalar differential equations. A combined gradient-restoration algorithm is presented: this is an iterative algorithm characterized by variations delta x(t), delta u(t), delta pi leading toward the minimal condition while simultaneously leading toward constraint satisfaction. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1971
Accession Number
AD0732333

Entities

People

  • Angelo Miele

Organizations

  • Rice University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Differential Equations
  • Equations
  • Intervals

Readers

  • Linear Algebra
  • Operations Research