Sequential Conjugate Gradient-Restoration Algorithm for Optimal Control Problems with Nondifferential Constraints and General Boundary Conditions.
Abstract
This paper considers the numerical solution of the problem of minimizing a functional subject to differential constraints, nondifferential 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: the first variation of the functional is minimized, subject to the linearized constraints and 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: in each iteration, the norm squared of the variations of the control, the parameter, and the missing components of the initial state is minimized, subject to the linearized constraints. Twelve numerical examples are presented in order to illustrate the performance of the algorithm. The numerical results show the feasibility as well as the convergence characteristics of the present algorithm.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1978
- Accession Number
- ADA069073
Entities
People
- A. K. Wu
- Angelo Miele
Organizations
- Rice University