Sequential Gradient-Restoration Algorithm for Optimal Control Problems with Bounded State Variables. Part 1. Theory,

Abstract

The paper considers the numerical solution of optimal control problems involving a functional I subject to differential constraints, a state variable inequality constraint, and terminal constraints. The problem is to find the state x(t), the control u(t), and the parameter pi so that the functional is minimized, while the constraints are satisfied to a predetermined accuracy. The approach taken is a sequence of two-phase processes or cycles, composed of a gradient phase and a restoration phase. (Modified author abstract)

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1972
Accession Number
AD0761787

Entities

People

  • Angelo Miele
  • G. R. Hennig

Organizations

  • Rice University

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Accuracy
  • Algorithms
  • Inequalities
  • Mathematics
  • Sequences

Readers

  • Operations Research