Numerical methods for nonlinear optimal control problems: Application to abnormal problems

DOI10.1016/0022-247X(91)90219-PMaRDI QIDQ806971zbMATH OpenOpenAlexFDO

Authors Rohan Dapatadu, Charles Gibson, John Gregory

Publication date 1991

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-247x(91)90219-p

zbMATH Keywords

abnormal problemsNewton's methodnonlinear dynamicsoptimal control

Mathematics Subject Classification ID

Newton-type methods (49M15) Numerical optimization and variational techniques (65K10)

Review text

One considers the standard optimal control problem which consists of maximizing the integral of a nonlinear function subject to nonlinear dynamics. By using various contrivances, this problem is converted into a variational one, somewhat equivalent to the determination of the trajectory of a system in analytical mechanics. Then one gets a block diagonal system of equations which is solved in practice by Newton's method. The technique can incorporate equality and equality constraints.

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Cited in

(2)

• scientific article; zbMATH DE number 4094973 (Why is no real title available?)
• A study on abnormality in variational and optimal control problems

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