Title :
An efficient numerical algorithm for the solution of a class of optimal control problems
Author :
Talwar, D. ; Sivan, R.
Author_Institution :
Armament Dev. Authority, Haifa, Israel
fDate :
12/1/1989 12:00:00 AM
Abstract :
A numerical algorithm for the solution of a class of optimal control problems is presented. This class is characterized as being linear-quadratic in the control, but not necessarily in the state. The algorithm is efficient in that it possesses a high rate of convergence (like Newton´s method), but without being sensitive to initialization. In this respect, it combines the advantages of both the first- and second-order algorithms within the framework of a single algorithm. In addition, the algorithm requires less computation and storage than Newton´s method
Keywords :
convergence of numerical methods; numerical methods; optimal control; convergence; efficient numerical algorithm; first order algorithms; linear-quadratic; optimal control; second-order algorithms; Boundary value problems; Cost function; Gradient methods; Jacobian matrices; Nonlinear equations; Optimal control; Robot sensing systems; Satellites; Writing;
Journal_Title :
Automatic Control, IEEE Transactions on