Nonlinearly constrained discrete-time optimal-control problems
β Scribed by K.L. Teo; Y. Liu; C.J. Goh
- Publisher
- Elsevier Science
- Year
- 1990
- Tongue
- English
- Weight
- 1003 KB
- Volume
- 38
- Category
- Article
- ISSN
- 0096-3003
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π SIMILAR VOLUMES
This paper considers the nonlinearly constrained continuous global minimization problem. Based on the idea of the penalty function method, an auxiliary function, which has approximately the same global minimizers as the original problem, is constructed. An algorithm is developed to minimize the auxi
The solution to an optimum control problem is often determined by ful$lling necessary conditions for the optimality. It usually amounts to solving a two-point-boundary-value problem. Most computational schemes used for the solution are based on the first-order variation of performance index (PI). In