Modified quasilinearization algorithm for optimal control problems with nondifferential constraints and general boundary conditions

• Published in: Journal of optimization theory and applications Vol. 50; no. 1; pp. 109 - 128
• Main Authors: Gonzalez, S., Rodriguez, S.
• Format: Journal Article
• Language: English
• Published: New York, NY Springer 01.07.1986
• Subjects: Applied sciences; Computer science; control theory; systems; Control theory. Systems; Exact sciences and technology; Optimal control; Numerical analysis; Constraint; Quasilinearization; Optimal control; Functional minimization; Variational calculus; Boundary condition; Algorithm

This paper considers the numerical solution of the problem of minimizing a functional I, subject to differential constraints, nondifferential constraints, and general boundary conditions. It consists of finding the state x(t), the control u(t), and the parameter pi so that the functional I is minimi...