On the solution of the linear time-optimal control problem with mixed constraints

DOI10.1023/A:1022063228646MaRDI QIDQ1873557zbMATH OpenOpenAlexFDO

Authors S. V. Paschenko, A. V. Kryazhimskij

Publication date 29 May 2003

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1022063228646

zbMATH Keywords

iterative methodoptimization problem in a Hilbert spacetime-optimal control problem

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Existence theories for problems in abstract spaces (49J27) Numerical methods in optimal control (49M99)

Review text

The paper deals with the linear time-optimal control problem subject to a mixed geometric constraint on the state variable and on the control actions. The problem investigated is reduced to the optimization problem in a Hilbert space. A class of optimization problems in a Hilbert space in which the reduced problem is embedded is considered and a general iterative method of solution is derived. A regularized algorithm which is robust to errors in the initial data is obtained. The general constructions and results are applied to the initial time-optimal control problem. Sufficient conditions for the strong convergence of the process of iterations to the set of solutions of the unperturbed time-optimal problem are given.

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