The application of optimal control methodology to nonlinear programming problems

DOI10.1007/BF01584253MaRDI QIDQ3932601zbMATH OpenFDO

Authors S. Yakowitz, Daniel M. Murray

Publication date 1981

Published in Mathematical Programming (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01584253

zbMATH Keywords

unconstrained optimizationoptimal control problemdiscrete optimal controllarge-scale problemstest problemsdifferential dynamic programmingextended Rosenbrock functionstagewise decomposition

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Dynamic programming (90C39) Numerical methods based on nonlinear programming (49M37) Dynamic programming in optimal control and differential games (49L20) Discrete-time control/observation systems (93C55)

Cites work

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• Effective Comparison of Unconstrained Optimization Techniques
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• On Variable-Metric Methods for Sparse Hessians
• On the use of directions of negative curvature in a modified newton method
• Self-Scaling Variable Metric (SSVM) Algorithms
• The computation and theory of optimal control

Cited in

(9)

• A quasi-Newton differential dynamic programming algorithm for discrete- time optimal control
• An efficient trust region method for unconstrained discrete-time optimal control problems
• Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems
• Efficient sequential quadratic programming implementations for equality-constrained discrete-time optimal control
• Differential dynamic programming and Newton's method for discrete optimal control problems
• On the mathematics of the natural physics of optimization
• Engineering applications of discrete time optimal control
• Computational aspects of discrete-time optimal control
• Convergence rate analysis of the state increment dynamic programming method

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