Shooting method for the numerical solution of optimal control problems with bounded state variables

被引:5
作者
FraserAndrews, G
机构
[1] Division of Computer Science, Anglia University, Cambridge, Cambridgeshire
关键词
optimal control; bounded state; inequality constraints;
D O I
10.1007/BF02192534
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
Various methods have been proposed for the numerical solution of optimal control problems with bounded state variables. In this paper, a new method is put forward and compared with two other methods, one of which makes use of adjoint variables whereas the other does not. Some conclusions are drawn on the usefulness of the three methods involved.
引用
收藏
页码:351 / 372
页数:22
相关论文
共 15 条
[1]  
BARTHOLOMOEWBIG.MC, 1993, 276 U HERTF NUM OPT
[2]  
BULIRSCH R, 1977, HDB SERIES APPROXIMA
[3]  
DIXON LCW, 1981, OPTIM CONTR APPL MET, V2, P365
[4]  
DIXON LCW, 1972, AERONAUT J, V76, P169
[5]   FINDING CANDIDATE SINGULAR OPTIMAL CONTROLS - A STATE OF THE ART SURVEY [J].
FRASERANDREWS, G .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1989, 60 (02) :173-190
[6]  
HEIDEMANN U, 1974, THESIS U KOLN COLOGN
[7]   APPLICATION OF MULTIPLE SHOOTING TO NUMERICAL-SOLUTION OF OPTIMAL CONTROL PROBLEMS WITH BOUNDED STATE VARIABLES [J].
MAURER, H ;
GILLESSEN, W .
COMPUTING, 1975, 15 (02) :105-126
[8]   OPTIMAL-CONTROL PROBLEMS WITH BOUNDED STATE VARIABLES AND CONTROL APPEARING LINEARLY [J].
MAURER, H .
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1977, 15 (03) :345-362
[9]   PARALLEL COMPUTATION OF 2-POINT BOUNDARY-VALUE-PROBLEMS VIA PARTICULAR SOLUTIONS [J].
MIELE, A ;
WANG, T .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1993, 79 (01) :5-29
[10]   RECENT ADVANCES IN GRADIENT ALGORITHMS FOR OPTIMAL CONTROL PROBLEMS [J].
MIELE, A .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1975, 17 (5-6) :361-430