The quadratic phase approximation method for solving optimal control problems

MaRDI QIDQ1902806zbMATH OpenFDO

Authors Vladimir Andreevich Srochko

Publication date 17 December 1995

Published in Russian Mathematics (Search for Journal in Brave)

zbMATH Keywords

linear-quadratic problemsneedle variation of controlparametric searchPontryagin functionquadratic phase approximation

Mathematics Subject Classification ID

Numerical methods based on necessary conditions (49M05) Linear-quadratic optimal control problems (49N10) Numerical optimization and variational techniques (65K10)

Review text

We construct and justify a new method of second-order, which uses quadratic approximation with respect to phase increment and the procedure of needle variation of control. The main operations of the method of each step of improvement are the following ones: integration of a vector-matrix conjugate system; maximum of the Pontryagin function with respect to the control for a perturbed conjugate vector-function and a free phase variable; variation of the control, as function of time and state on level sets of the switching function; integration of the phase system with varying control; parametric search in order to decrease the functional (as a parameter we use the measure of the set variation with respect to time, or a constant which characterizes the level set of the switching function). The proposed approximation is exact for linear-quadratic (with respect to the state) problems.

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Cited in

(8)

• Quadratic optimal control through spectral and coprime factorisation
• To the 75th anniversary of the birth of Professor V. A. Srochko
• The method of complete quadratic approximation in optimal control problems
• A hybrid approximation scheme for discretizing constrained quadratic optimal control problems
• scientific article; zbMATH DE number 433020 (Why is no real title available?)
• scientific article; zbMATH DE number 5489258 (Why is no real title available?)
• The Sequential Quadratic Hamiltonian Method
• Development of methods for solving linear-quadratic optimal control problems in the scholarly works of Professor V. A. Srochko (to the 80th anniversary of his birth)

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