A strong variational algorithm for delay systems

DOI10.1007/BF00939982MaRDI QIDQ791143zbMATH OpenFDO

Authors G. S. Virk

Publication date 1985

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00939982

zbMATH Keywords

control constraintsfirst-order strong-variational algorithmproof of convergence

Mathematics Subject Classification ID

Control problems for functional-differential equations (34K35) Newton-type methods (49M15) Numerical optimization and variational techniques (65K10) Nonlinear systems in control theory (93C10)

Review text

In this paper, we present a convergent extension of the first-order strong-variational algorithm by Mayne and Polak for solving optimal control problems with control constraints to delay systems. Although the algorithm is similar, the proof of convergence is different, since the differential dynamic techniques used by Mayne and Polak are not applicable.

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Cites work

• A geometrical proof of the maximum principle for systems represented by difference-differential equations
• Computational methods in optimization. A unified approach.
• Differential-difference equations
• First-order strong variation algorithms for optimal control
• Functional differential equations
• scientific article; zbMATH DE number 3251651 (Why is no real title available?)
• scientific article; zbMATH DE number 3354103 (Why is no real title available?)
• Optimal control problems with retardations and restricted phase coordinates
• Relaxed Controls and the Convergence of Optimal Control Algorithms

Cited in

(3)

• Velocity gradient algorithms for delay systems
• A variational approach to approximation of delay systems
• Digital implementation of strong variational algorithms

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