Gradient methods on strongly convex feasible sets and optimal control of affine systems

DOI10.1007/S00245-018-9528-3MaRDI QIDQ2187338zbMATH OpenOpenAlexWikidataFDO

Authors Phan Tu Vuong, Vladimir M. Veliov

Publication date 2 June 2020

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s00245-018-9528-3

zbMATH Keywords

mathematical programminggradient methodsnumerical methodsoptimal controlaffine control systemsbang-bang control

Mathematics Subject Classification ID

Convex programming (90C25) Numerical methods based on nonlinear programming (49M37) Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30) Discrete approximations in optimal control (49M25) Linear-quadratic optimal control problems (49N10) Programming in abstract spaces (90C48)

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Cited in

(3)

• Convergence of the gradient projection method in optimal control problems
• On the convergence of the gradient projection method for convex optimal control problems with bang-bang solutions
• On the convergence of gradient projection methods for non-convex optimal control problems with affine system

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