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.
| ISBN: | 9783540662143 |
| Publication date: | 19th August 1999 |
| Author: | R Pytlak |
| Publisher: | Springer an imprint of Springer Berlin Heidelberg |
| Format: | Paperback |
| Pagination: | 215 pages |
| Series: | Lecture Notes in Mathematics |
| Genres: |
Cybernetics and systems theory Numerical analysis Optimization Economic theory and philosophy |
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.
Numerical Methods for Optimal Control Problems With State Constraints features in the following genres: Cybernetics and systems theory, Numerical analysis, Optimization, Economic theory and philosophy
Numerical Methods for Optimal Control Problems With State Constraints is available in Paperback
Numerical Methods for Optimal Control Problems With State Constraints was written by R Pytlak and published by Springer an imprint of Springer Berlin Heidelberg
Numerical Methods for Optimal Control Problems With State Constraints has 215 pages
Yes it is part of Lecture Notes in Mathematics series