Gradient Algorithms for the Optimization of Dynamic Systems.

Abstract

Recent advances in the area of gradient methods for optimal control problems are reviewed. Single-subarc problems are treated. Specifically, two classes of optimal control problems, called Problem P1 and Problem P2 are considered. Problem P1 consists of minimizing a functional 1 which depends on the n-vector state x(t), the m-vector control u(t), and the p-vector parameter pi. Problem P2 enlarges dramatically the number and variety of problems of optimal control which can be treated by gradient-restoration algorithms. Eight numerical examples are presented to illustrate the performance of the algorithms associated with Problem P1 and Problem P2. The numerical results show the feasibility as well as the convergence characteristics of these algorithms.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1978
Accession Number
ADA060641

Entities

People

  • Angelo Miele

Organizations

  • Rice University

Tags

DTIC Thesaurus Topics

  • Air Force
  • Algorithms
  • Applied Mathematics
  • Boundary Value Problems
  • Calculus
  • Calculus Of Variations
  • Convergence
  • Differential Equations
  • Digital Computers
  • Engineering
  • Equations
  • Inequalities
  • Mathematics
  • New York
  • Nonlinear Differential Equations
  • Optimization
  • United States

Readers

  • Linear Algebra
  • Operations Research