SOME EFFICIENT ALGORITHMS FOR A CLASS OF ABSTRACT OPTIMIZATION PROBLEMS ARISING IN OPTIMAL CONTROL

被引:13
作者
BARR, RO
GILBERT, EG
机构
[1] Department of Electrical Engineering and Systems Science, michigan State University, East Lansing, Mich.
[2] Computer, Information, Control Engineering Program, University of Michigan, Ann Arbor, Mich.
关键词
D O I
10.1109/TAC.1969.1099299
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Three abstract optimization problems are presented along with doubly iterative algorithms for their numerical solution. These algorithms are generalizations of particular algorithms described by Barr and Gilbert [19], [21] and Fujisawa and Yasuda [22]. The supporting theory is fully developed along with proofs of convergence. Practical aspects of computations are considered and procedures which insure rapid convergence are discussed. Two applications to discrete-time optimal control problems are described. Copyright © 1970 by The Institute of Electrical and Electronics Engineers, Inc.
引用
收藏
页码:640 / +
页数:1
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