Numerical Methods for Optimal Control Problems with State Constraints: 1707 (Lecture Notes in Mathematics) - Softcover

Pytlak, Radoslaw

 
9783540662143: Numerical Methods for Optimal Control Problems with State Constraints: 1707 (Lecture Notes in Mathematics)
Softcover
ISBN 10: 3540662146 ISBN 13: 9783540662143
Verlag: Springer, 2008

Inhaltsangabe

While optimality conditions for optimal control problems with state constraints have been extensively investigated in the literature the results pertaining to numerical methods are relatively scarce. This book fills the gap by providing a family of new methods. Among others, a novel convergence analysis of optimal control algorithms is introduced. The analysis refers to the topology of relaxed controls only to a limited degree and makes little use of Lagrange multipliers corresponding to state constraints. This approach enables the author to provide global convergence analysis of first order and superlinearly convergent second order methods. Further, the implementation aspects of the methods developed in the book are presented and discussed. The results concerning ordinary differential equations are then extended to control problems described by differential-algebraic equations in a comprehensive way for the first time in the literature.

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Reseña del editor

While optimality conditions for optimal control problems with state constraints have been extensively investigated in the literature the results pertaining to numerical methods are relatively scarce. This book fills the gap by providing a family of new methods. Among others, a novel convergence analysis of optimal control algorithms is introduced. The analysis refers to the topology of relaxed controls only to a limited degree and makes little use of Lagrange multipliers corresponding to state constraints. This approach enables the author to provide global convergence analysis of first order and superlinearly convergent second order methods. Further, the implementation aspects of the methods developed in the book are presented and discussed. The results concerning ordinary differential equations are then extended to control problems described by differential-algebraic equations in a comprehensive way for the first time in the literature.

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Verlag
Springer
Erscheinungsdatum
2008
Sprache
Englisch
ISBN 10 
3540662146
ISBN 13 
9783540662143
Einband
Tapa blanda
Anzahl der Seiten
240
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
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Hamburg
Deutschland

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Hardcover