The conjugate gradient method for optimal control problems with bounded control variables

✍ Scribed by B. Pagurek; C.M. Woodside

• Publisher: Elsevier Science
• Year: 1968
• Tongue: English
• Weight: 549 KB
• Volume: 4
• Category: Article
• ISSN: 0005-1098
• DOI: 10.1016/0005-1098(68)90006-x

✦ Synopsis

This paper applies directly the method of conjugate gradients in function space to the iterative solution of optimal control problems in which the control variables must satisfy inequality constraints. Two different conjugate gradient algorithms and their modifications to includ~ bounded control variables are considered. The results of applying the method to several examples, one of which contains a region of singular optimal control, are included.