Method of Conjugate Gradients for Optimal Control Problems with State Variable Constraints.
Abstract
A review of the computational method of conjugate gradients for linear and nonlinear operator equations is given with emphasis in applying this technique to state variable constraint control problems. The first and second Frechet derivatives of the performance functional are derived. The search directions generated in the iteration process for the optimal control are locally conjugate with respect to the second Frechet derivative. The convergence is along the expanding sequence of sets, the itersection of the linear spaces spanned by the search directions and the set of admissible controls. The computational technique is applied to two state variable constraint problems, in one of which a penalty function is employed to convert the constraint problem to an unconstrained one in addition to the approach considering the constraints directly. For this same problem the method of steepest descent also is studied, and comparison of the results obtained is made and discussed. (author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1978
- Accession Number
- ADA072258
Entities
People
- C. T. Leondes
- T. S. Fong
Organizations
- University of California, Los Angeles