Runge-Kutta methods in optimal control and the transformed adjoint system

被引：0
|
作者：
William W. Hager
机构：
[1] Department of Mathematics,
[2] University of Florida,undefined
[3] Gainesville,undefined
[4] FL 32611,undefined
[5] USA; e-mail: hager@math.ufl.edu,undefined
[6] http://www.math.ufl.edu/~hager,undefined
来源：
Numerische Mathematik | 2000年 / 87卷
关键词：
Mathematics Subject Classification (1991): 49M25, 65L06;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The convergence rate is determined for Runge-Kutta discretizations of nonlinear control problems. The analysis utilizes a connection between the Kuhn-Tucker multipliers for the discrete problem and the adjoint variables associated with the continuous minimum principle. This connection can also be exploited in numerical solution techniques that require the gradient of the discrete cost function.
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页码：247 / 282
页数：35
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