Title :
Computational Experience with the Davidon Method Applied to Optimal Control Problems
Author :
Pierson, B.L. ; Rajtora, S.G.
Author_Institution :
Engineering Research Institute Iowa State University Ames, Iowa 50010
fDate :
7/1/1970 12:00:00 AM
Abstract :
The Davidon method as extended by Tripathi and Narendra [1], [2] is applied to optimal control problems with terminal state constraints adjoined to the cost functional as penalty functions. The results of two numerical examples indicate that this algorithm provides an attractive alternative to conjugate gradient algorithms.
Keywords :
Arithmetic; Character generation; Convergence; Cost function; Differential equations; Gradient methods; Optimal control; Polynomials; Reliability theory;
Journal_Title :
Systems Science and Cybernetics, IEEE Transactions on
DOI :
10.1109/TSSC.1970.300347
