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Digitale Medien

Supplementary optimality properties of gradient-restoration algorithms for optimal control problems (1980)

Miele, A. ; Liu, C. T.

Springer

Journal of optimization theory and applications 32 (1980), S. 577-593

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Details

ISSN: 1573-2878

Schlagwort(e): Numerical methods ; computing methods ; optimal control ; optimality properties ; supplementary optimality properties ; gradient methods ; gradient-restoration algorithms ; sequential gradient-restoration algorithms ; general boundary conditions ; nondifferential constraints

Quelle: Springer Online Journal Archives 1860-2000

Thema: Mathematik

Notizen: Abstract In this paper, sequential gradient-restoration algorithms for optimal control problems are considered, and attention is focused on the gradient phase. It is shown that the Lagrange multipliers associated with the gradient phase not only solve the auxiliary minimization problem of the gradient phase, but are also endowed with a supplementary optimality property: they minimize the error in the optimality conditions, subject to the multiplier differential equations and boundary conditions, for given state, control, and parameter.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1007/BF00934041

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