Direct Integration Preconditioning For Solving Optimal Control Problems

被引：0
|
作者：
El-Kady, M. [1 ]
El-desouky, B. S. [2 ]
Biomy, M. [2 ]
机构：
[1] Helwan Univ, Fac Sci, Dept Math, Cairo, Egypt
[2] Suez Canal Univ, Fac Sci, Dept Math, Port Said, Egypt
来源：
JOURNAL OF COMPUTATIONAL ANALYSIS AND APPLICATIONS | 2010年 / 12卷 / 03期
关键词：
Spectral methods; approximation by Legendre polynomials; optimal control problems;
D O I：
暂无
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
In this paper, direct integration preconditioning is proposed to solve optimal control problems governed by ordinary differential equations. Legendre approximations are used to reduce the problem to a constrained optimization problem. Error estimation for the Legendre approximations is derived and a technique that gives an optimal approximation of the problems is introduced. Numerical results are included to confirm the efficiency and accuracy of the method.
引用
收藏
页码：646 / 656
页数：11
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