Approximate gradient projection method with Runge-Kutta schemes for optimal control prob\-lems

DOI10.1023/B:COAP.0000039490.61195.86MaRDI QIDQ702475zbMATH OpenOpenAlexFDO

Authors I. Chryssoverghi, John T. Coletsos, Basilis Kokkinis

Publication date 17 January 2005

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/b:coap.0000039490.61195.86

zbMATH Keywords

discretizationgradient projection methodnon-matching Runge-Kutta schemesoptimal controlpiecewise affine controls

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15) Discrete approximations in optimal control (49M25) Numerical methods based on nonlinear programming (49M37) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

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(8)

• A pointwise projected gradient method applied to an optimal control problem
• Runge-Kutta methods in optimal control and the transformed adjoint system
• Discretization methods for optimal control problems with state constraints
• A procedure to solve optimal control problems numerically by parametrization via runge-kutta-methods
• Consistent Approximations and Approximate Functions and Gradients in Optimal Control
• Consistent Approximations for Optimal Control Problems Based on Runge–Kutta Integration
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