The Lagrange relaxation method in optimal control problems (Q1335803): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 14:06, 31 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The Lagrange relaxation method in optimal control problems |
scientific article |
Statements
The Lagrange relaxation method in optimal control problems (English)
0 references
3 November 1994
0 references
A normal Bolza optimal control problem is under consideration, i.e., it is assumed that in the Lagrange minimum principle the multiplier corresponding to the functional is nontrivial. The formula for variation of the functional is derived and a gradient-like minimization algorithm is proposed. Each iteration is accompanied with a correction procedure intended to improve control performance in the case when the dimension of the control exceeds the dimension of the state space. The argument is more heuristic than rigorous. However, it is claimed that the proposed algorithm helps to improve considerably performance of the energy saving control for a walking robot model.
0 references
Lagrange multipliers
0 references
numerical relaxation algorithm
0 references
Bolza optimal control problem
0 references