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| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Dunn, J.C. |
| Copyright Year | 1989 |
| Description | Author affiliation: Dept. of Math., North Carolina State Univ., Raleigh, NC, USA (Dunn, J.C.) |
| Abstract | Certain continuous-time optimal control problems with smooth objective functions, simple convex admissible control input sets, and terminal state equality constraints can be treated efficiently with formal Newtonian projection schemes and augmented Lagrangian techniques. The required gradients, Newtonian scaling operators, and second-order multiplier update formulas are determined by systems of forward and backward initial value problems for differential equations derived from a Hamiltonian function. In practice, the latter problems are solved approximately with finite-difference methods at a cost of O(k) flops per iteration, where k is the number of subintervals in the finite-difference grid. Substantial portions of the work can be organized for parallel computation.< |
| Starting Page | 374 |
| Ending Page | 377 |
| File Size | 299921 |
| Page Count | 4 |
| File Format | |
| DOI | 10.1109/CDC.1989.70140 |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 1989-12-13 |
| Access Restriction | Subscribed |
| Rights Holder | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Subject Keyword | Optimal control Lagrangian functions Finite difference methods Mathematics Differential equations Costs Concurrent computing Minimization methods Prototypes Least squares approximation |
| Content Type | Text |
| Resource Type | Article |
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