Sequential Gradient-Restoration Algorithm for Optimal Control Problems with Nondifferential Constraints. Part I. Theory,

Abstract

The paper considers the numerical solution of optimal control problems involving a functional subject to differential constraints, nondifferential constraints, 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. The gradient phase involves a single iteration and is designed to decrease the functional, while the constraints are satisfied to first order. The restoration phase involves one or several iterations and is designed to restore the constraints to a predetermined accuracy, while the norm of the variations of the control and the parameter is minimized. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1973
Accession Number
AD0772561

Entities

People

  • Angelo Miele
  • J. N. Damoulakis
  • J. R. Cloutier

Organizations

  • Rice University

Tags

DTIC Thesaurus Topics

  • Accuracy
  • Algorithms
  • Iterations
  • Mathematics
  • Sequences

Readers

  • Operations Research