DocumentCode
2201361
Title
The Method of Deterministic Optimal Control with Box Constraints
Author
Sun Jin-gen ; Fu Li-jun ; Huang Zhi-gang ; Wu Dong-sheng
Author_Institution
Sch. of Inf. Sci. & Eng., Shenyang Ligong Univ., Shenyang, China
fYear
2010
fDate
1-3 Nov. 2010
Firstpage
237
Lastpage
240
Abstract
A new method for deterministic optimal control problems with box constraints would be introduced. The new algorithm is based on the combination of Pontryagin Maximum principle and Projected Newton Method. The main idea of this method is introducing a minor control variable in order an open set instead of the original closed set. This new method has conquered the curse of dimensionality effectively. Moreover, this algorithm is almost super-linear convergent.
Keywords
Newton method; maximum principle; optimal control; Pontryagin maximum principle; box constraints; deterministic optimal control; projected Newton method; super-linear convergent; Box Constraints; Optimal Control; Pontryagin Maximum Principle; Projected Newton Method;
fLanguage
English
Publisher
ieee
Conference_Titel
Intelligent Networks and Intelligent Systems (ICINIS), 2010 3rd International Conference on
Conference_Location
Shenyang
Print_ISBN
978-1-4244-8548-2
Electronic_ISBN
978-0-7695-4249-2
Type
conf
DOI
10.1109/ICINIS.2010.37
Filename
5693723
Link To Document