Remarks on the algorithm of sakawa for optimal control problems

DOI10.1080/01630569808816827MaRDI QIDQ4400140zbMATH OpenOpenAlexFDO

Authors Hans Benker, Andreas H. Hamel

Publication date 19 January 1999

Published in Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01630569808816827

zbMATH Keywords

numerical optimizationoptimal controlPontryagin's principle

Mathematics Subject Classification ID

Numerical methods based on necessary conditions (49M05) Numerical optimization and variational techniques (65K10)

Review text

The authors present an algorithm for solving optimal control problems of ordinary differential equations with control constraints. This algorithm, based on an approximate minimization of the Hamiltonian, generalizes the one by \textit{Y. Sakawa} and \textit{Y. Shindo} [IEEE Trans. Autom. Control AC-25, 1149-1153 (1980; Zbl 0489.49017)]. The main result is an estimate of the decrease of the cost function at each step of the algorithm. This, however, is not sufficient for proving any meaningful convergence result. Indeed, the algorithm allows to take a sequence of controls equal to the starting point given as input of the algorithm.

Recommendations

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Cites work

• A unified theory of necessary conditions for nonlinear nonconvex control systems
• Convergence properties of an algorithm for solving non-differentiable optimal control problems
• First-order strong variation algorithms for optimal control
• scientific article; zbMATH DE number 3910251 (Why is no real title available?)
• scientific article; zbMATH DE number 3743977 (Why is no real title available?)
• Local convergence of an algorithm for solving optimal control problems
• On an Algorithm for Optimal Control Using Pontryagin’s Maximum Principle
• On global convergence of an algorithm for optimal control
• On local convergence of an algorithm for optimal control

Cited in

(5)

• On an algorithm for optimal control using an augmented Hamiltonian
• scientific article; zbMATH DE number 425620 (Why is no real title available?)
• On an Algorithm for Optimal Control Using Pontryagin’s Maximum Principle
• Convergence properties of an algorithm for solving non-differentiable optimal control problems
• A novel approach for solving a class of diffusion identification problems

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