In this paper we consider the solution of discrete optimal control problems via mathematicalprogramming. In particular we examine iterative schemes, such as Hestenes' method of multipliers and interior-point method, which are suitable for linear-quadratic optimal control problems and for nonlinear optimal control problems respectively. Convergence results are reported as well as numerical evaluation of the effectiveness of these methods.
Solution of discrete optimal control problems via mathematical programming / C., Durazzi; Galligani, Emanuele. - In: ANNALI DELL'UNIVERSITÀ DI FERRARA. SEZIONE 7: SCIENZE MATEMATICHE. - ISSN 0430-3202. - STAMPA. - Supplemento al Volume XLVI:(2000), pp. 493-505. (Intervento presentato al convegno Analisi Numerica: Metodi e Software Matematico tenutosi a Ferrara nel 19-21 gennaio 2000).
Solution of discrete optimal control problems via mathematical programming
GALLIGANI, Emanuele
2000
Abstract
In this paper we consider the solution of discrete optimal control problems via mathematicalprogramming. In particular we examine iterative schemes, such as Hestenes' method of multipliers and interior-point method, which are suitable for linear-quadratic optimal control problems and for nonlinear optimal control problems respectively. Convergence results are reported as well as numerical evaluation of the effectiveness of these methods.
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