Iteration procedures for solving problems of optimal control on the basis of quasigradient approximations (Q1405719)
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| English | Iteration procedures for solving problems of optimal control on the basis of quasigradient approximations |
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Iteration procedures for solving problems of optimal control on the basis of quasigradient approximations (English)
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31 August 2003
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The authors consider the general smooth optimal control problem and propose modifications of approximation of the cost functional, which are utilized in constructing gradient projection type methods. These modifications have certain preferences in further stepsize procedures, especially for bi-linear and quadratic problems. A convergence theorem for the modified gradient projection method is also given.
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optimal control problems
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gradient projection methods
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improvement of approximation
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convergence
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