A globally convergent and efficient method for unconstrained discrete-time optimal control

DOI10.1023/A:1016595100139MaRDI QIDQ1864797zbMATH OpenFDO

Authors Li-Zhi Liao, Chi-Kong Ng, Duan Li

Publication date 23 March 2003

Published in Journal of Global Optimization (Search for Journal in Brave)

zbMATH Keywords

global convergencenon-convex optimizationquadratic convergencesteepest descentdifferential dynamic programmingunconstrained discrete-time optimal control

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Dynamic programming (90C39) Numerical methods based on nonlinear programming (49M37) Discrete-time control/observation systems (93C55)

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Cited in

(6)

• Iterative linearization methods for approximately optimal control and estimation of non-linear stochastic system
• An adaptive nonmonotone global Barzilai–Borwein gradient method for unconstrained optimization
• Some efficient algorithms for unconstrained discrete-time optimal control problems
• On the nonmonotonicity degree of nonmonotone line searches
• Modified globally convergent Polak-Ribière-Polyak conjugate gradient methods with self-correcting property for large-scale unconstrained optimization
• Global convergence of a multidirectional algorithm for unconstrained optimal control problems

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