Computational Methods in Optimal Control Problems
Language: English
Published by Springer, Springer Jan 1970, 1970
- Softcover
- New
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This item is printed on demand - Print on Demand Titel. Neuware -The purpose of this modest report is to present in a simplified manner some of the computational methods that have been developed in the last ten years for the solution of optimal control problems. Only those methods that are based on the minimum (maximum) principle of Pontriagin are discussed here. The autline of the report is as follows: In the first two sections a control problem of Bolza is formulated and the necessary conditions in the form of the minimum principle are given. The method of steepest descent and a conjugate gradient-method are dis cussed in Section 3. In the remaining sections, the successive sweep method, the Newton-Raphson method and the generalized Newton-Raphson method (also called quasilinearization method) ar~ presented from a unified approach which is based on the application of Newton Raphson approximation to the necessary conditions of optimality. The second-variation method and other shooting methods based on minimizing an error function are also considered. TABLE OF CONTENTS 1. 0 INTRODUCTION 1 2. 0 NECESSARY CONDITIONS FOR OPTIMALITY ¿¿¿¿¿¿¿¿ 2 3. 0 THE GRADIENT METHOD 4 3. 1 Min H Method and Conjugate Gradient Method ¿. ¿¿¿¿¿¿¿¿¿. . . . ¿¿¿¿¿¿. ¿¿¿¿¿¿¿¿. ¿ 8 3. 2 Boundary Constraints ¿¿¿¿¿¿¿¿¿¿¿. ¿¿¿¿. ¿ 9 3. 3 Problems with Control Constraints ¿¿. ¿¿ 15 4. 0 SUCCESSIVE SWEEP METHOD ¿¿¿¿¿¿¿¿¿¿¿¿¿¿¿¿¿¿¿¿ 18 4. 1 Final Time Given Implicitly ¿¿¿¿. ¿¿¿¿¿¿ 22 5. 0 SECOND-VARIATION METHOD ¿¿¿¿¿¿¿¿¿¿¿¿¿¿¿¿¿¿¿¿ 23 6. 0 SHOOTING METHODS ¿¿¿¿¿¿¿¿¿¿¿¿¿¿¿¿¿¿¿¿¿¿¿¿¿¿¿ 27 6. 1 Newton-RaphsonMethod ¿¿¿¿¿¿¿¿¿¿¿¿¿¿¿¿¿ 27 6.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 56 pp. Englisch.…
Seller Inventory # 9783540049517
- Title
- Computational Methods in Optimal Control Problems
- Author
- I. H. Mufti
- Publisher
- Springer, Springer Jan 1970
- Publication year
- 1970
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3540049517
- ISBN 13
- 9783540049517
- Item weight
- 126 grams
- Dimensions
- 254x178x4 mm
"Synopsis" may belong to another edition of this title.
buchversandmimpf2000
Emtmannsberg, BAYE, Germany
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