Comparison of Several Gradient Algorithms 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 the 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 scaler differential equations. Four variations of the sequential gradient-restoration algorithm and the combined gradient-restoration algorithm are considered, and their relative efficieny (in terms of number of iterations for convergence) is evaluated. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 07, 1972
- Accession Number
- AD0746692
Entities
People
- A. V. Levy
- Angelo Miele
- J. L. Tietze
Organizations
- Rice University