Sequential Conjugate Gradient-Restoration Algorithm for Optimal Control Problems with General Boundary Conditions.
Abstract
This paper considers the numerical solution of the problem of minimizing a functional subject to differential constraints and general boundary conditions. The approach taken is a sequence of two-phase cycles, composed of a conjugate gradient phase and a restoration phase. The conjugate gradient phase involves one iteration and is designed to decrease the value of the functional, while the constraints are satisfied to first order. During this iteration, the first variation of the functional is minimized, subject to the linearized constraints and to a quadratic constraint imposed on the variations of the control, the parameter, and the missing components of the initial state. The restoration phase involves one or more iterations and is designed to force constraint satisfaction to a predetermined accuracy, while the norm squared of the variations of the control, the parameter, and the missing components of the initial state is minimized.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1978
- Accession Number
- ADA068928
Entities
People
- A. K. Wu
- Angelo Miele
Organizations
- Rice University