Anchoring Conditions for the Sequential Gradient-Restoration Algorithm and the Modified Quasilinearization Algorithm for Optimal Control Problems with Bounded State

被引：0

作者：

Huang, H. Y. ^{[1
]}

Esterle, A. ^{[1
]}

机构：

[1] Rice Univ, Dept Mech & Aerosp Engn & Mat Sci, Houston, TX 77251 USA

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1973年 / 12卷 / 05期

关键词：

D O I：

10.1007/BF00935242

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In Refs. 1-2, the sequential gradient-restoration algorithm and the modified quasilinearization algorithm were developed for optimal control problems with bounded state. These algorithms have a basic property: for a subarc lying on the state boundary, the state boundary equations are satisfied at every iteration, if they are satisfied at the beginning of the computational process. Thus, the subarc remains anchored on the state boundary. In this paper, the anchoring conditions employed in Refs. 1-2 are derived.

引用

页码：471 / 484

页数：14

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