Title :
Constrained optimization in Hilbert space and a generalized dual quasi-Newton algorithm for state-constrained optimal control problems
Author :
Shimizu, Kiyotaka ; Ito, Satoshi
Author_Institution :
Fac. of Sci. & Technol., Keio Univ., Yokohama, Japan
fDate :
5/1/1994 12:00:00 AM
Abstract :
Studies a modified Newton method for constrained optimization in Hilbert space, and generalizes the dual quasi-Newton algorithm to Hilbert space. A new algorithm for solving state-constrained optimal control problems is proposed by applying the generalized dual quasi-Newton method
Keywords :
iterative methods; numerical analysis; optimal control; optimisation; Hilbert space; constrained optimization; generalized dual quasi-Newton algorithm; state-constrained optimal control problems; Constraint optimization; Equations; Hilbert space; Iterative algorithms; Iterative methods; Lagrangian functions; Newton method; Optimal control; Quadratic programming; Space technology;
Journal_Title :
Automatic Control, IEEE Transactions on
