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Computational Methods in Optimal Control Problems

✍ Scribed by I. H. Mufti (auth.)


Publisher
Springer-Verlag Berlin Heidelberg
Year
1970
Tongue
English
Leaves
53
Series
Lecture Notes in Operations Research and Mathematical Systems 27
Edition
1
Category
Library

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✦ Synopsis


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 disΒ­ 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 NewtonΒ­ 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 β€’β€’β€’β€’β€’β€’β€’β€’ 2 3. 0 THE GRADIENT METHOD 4 3. 1 Min H Method and Conjugate Gradient Method β€’. β€’β€’β€’β€’β€’β€’β€’β€’β€’. . . . β€’β€’β€’β€’β€’β€’. β€’β€’β€’β€’β€’β€’β€’β€’. β€’ 8 3. 2 Boundary Constraints β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’. β€’β€’β€’β€’. β€’ 9 3. 3 Problems with Control Constraints β€’β€’. β€’β€’ 15 4. 0 SUCCESSIVE SWEEP METHOD β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’ 18 4. 1 Final Time Given Implicitly β€’β€’β€’β€’. β€’β€’β€’β€’β€’β€’ 22 5. 0 SECOND-VARIATION METHOD β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’ 23 6. 0 SHOOTING METHODS β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’ 27 6. 1 Newton-Raphson Method β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’β€’ 27 6.

✦ Table of Contents


Front Matter....Pages N2-IV
Introduction....Pages 1-2
Necessary Conditions for Optimality....Pages 2-4
The Gradient Method....Pages 4-17
Successive Sweep Method....Pages 18-23
Second-Variation Method....Pages 23-26
Shooting Methods....Pages 27-35
The Generalized Newton-Raphson Method....Pages 35-41
Concluding Remarks....Pages 41-42
Back Matter....Pages 43-49

✦ Subjects


Mathematics, general


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