A second-order algorithm for continuous-time nonlinear optimal control problems

DOI10.1109/TAC.1986.1104364MaRDI QIDQ3747258zbMATH OpenOpenAlexFDO

Authors Masao Fukushima, Yutaka Yamamoto

Publication date 1986

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.1986.1104364

zbMATH Keywords

global convergencetrust regioncontinuous-timesecond-order algorithmcontinuous-time nonlinear optimal control problems

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Newton-type methods (49M15) Nonlinear systems in control theory (93C10) Control/observation systems governed by ordinary differential equations (93C15)

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(18)

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• Algorithms for nonlinear optimal control problems based on the first and second order necessary conditions
• An efficient numerical algorithm for the solution of a class of optimal control problems
• Optimal control of a class of discrete-continuous nonlinear systems -- decomposition and hierarchical structure
• Accelerating the branch and bound algorithm for solving the extended trust-region subproblems
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• Nonlinear stepsize control algorithms: complexity bounds for first- and second-order optimality
• Second-order improvement method to solve problems of optimal control of the logic-dynamic systems
• A continuous implementation of a second-variation optimal control method for space trajectory problems
• Optimal control of mechanical systems
• Minimizing an indefinite quadratic function subject to a single indefinite quadratic constraint
• Refined bounds on the convergence of block Lanczos method for extended trust-region subproblem

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