书目名称 | Numerical Methods for Optimal Control Problems with State Constraints |
编辑 | Radosław Pytlak |
视频video | |
概述 | Includes supplementary material: |
丛书名称 | Lecture Notes in Mathematics |
图书封面 |  |
描述 | While optimality conditions for optimal control problems with state constraints have been extensively investigated in the literature the results pertaining to numerical methods are relatively scarce. This book fills the gap by providing a family of new methods. Among others, a novel convergence analysis of optimal control algorithms is introduced. The analysis refers to the topology of relaxed controls only to a limited degree and makes little use of Lagrange multipliers corresponding to state constraints. This approach enables the author to provide global convergence analysis of first order and superlinearly convergent second order methods. Further, the implementation aspects of the methods developed in the book are presented and discussed. The results concerning ordinary differential equations are then extended to control problems described by differential-algebraic equations in a comprehensive way for the first time in the literature. |
出版日期 | Book 1999 |
关键词 | Necessary Optimality Conditions; Nonlinear Programming; Numerical Algorithms; Optimal control; Optimalit |
版次 | 1 |
doi | https://doi.org/10.1007/BFb0097244 |
isbn_softcover | 978-3-540-66214-3 |
isbn_ebook | 978-3-540-48662-6Series ISSN 0075-8434 Series E-ISSN 1617-9692 |
issn_series | 0075-8434 |
copyright | Springer-Verlag Berlin Heidelberg 1999 |