ISSN:
1573-2878
Keywords:
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
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
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.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00934041
