Quadratic convergence ratio of constrained optimal control problems

DOI10.3844/JMSSP.2010.42.46MaRDI QIDQ3564713zbMATH OpenOpenAlexFDO

Authors O. Olotu

Publication date 26 May 2010

Published in Journal of Mathematics and Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL http://www.scipub.org/scipub/ab_issue.php?pg_no=42-46&j_id=jms2&art_no=272&issue_no=22

zbMATH Keywords

convergence profilediscretizedoptimal effectivencyquadratic convergencequadratic ratio

Mathematics Subject Classification ID

Control problems involving ordinary differential equations (34H05) Linear-quadratic optimal control problems (49N10) Quadratic programming (90C20)

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(5)

• A feasible-ratio control technique for constrained optimization
• An algorithm for a discretized constrained, continuous quadratic control problem
• Discretized scheme examining convergence and geometric ratio profiles for control problem constrained by evolution equation
• Root-Max Problems, Hybrid Expansion-Contraction, and Quadratically Convergent Optimization of Passive Systems
• Numerical convergence for the Bellman equation of stochastic optimal control with quadratic costs and constraints

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