Numerical Methods for Optimal Control Problems with State Constraints: 1707 - Brossura

Libro 28 di 46: Springer INdAM

Pytlak, Radoslaw

 
9783540662143: Numerical Methods for Optimal Control Problems with State Constraints: 1707

Sinossi

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.

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Contenuti

Estimates on solutions to differential equations and their approximations.- First order method.- Implementation.- Second order method.- Runge-Kutta based procedure for optimal control of differential— Algebraic Equations.

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Altre edizioni note dello stesso titolo

9783030019587: Numerical Methods for Optimal Control Problems: 29

Edizione in evidenza

ISBN 10:  3030019586 ISBN 13:  9783030019587
Casa editrice: Springer Nature, 2019
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