Dynamic optimization problems with bounded terminal conditions (Q1075254): Difference between revisions
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Revision as of 03:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic optimization problems with bounded terminal conditions |
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Dynamic optimization problems with bounded terminal conditions (English)
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1987
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Bounded terminal conditions of nonlinear optimization problems are converted to equality terminal conditions via the Valentine's device. In so doing, additional unknown parameters are introduced into the problem. The transformed problems can still be easily solved using the sequential gradient-restoration algorithm via a simple augmentation of the unknown parameter vector \(\pi\). Three example problems with bounded terminal conditions are solved to verify this technique.
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Valentine's device
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bounded terminal conditions
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nonlinear optimization
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equality terminal conditions
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transformed problems
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sequential gradient restoration algorithm
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