Quadratic Optimal Control Problems: Theory, Analytical Solutions and Numerical Computation with Conjugate Gradient Method and FICO Xpress Mosel - Softcover

Afolabi, Ayodeji Sunday; Oyewale, Abdullateef Adedamola

Softcover

ISBN 10: 6209151345 ISBN 13: 9786209151347

Verlag: GlobeEdit, 2025

Inhaltsangabe

This book explores quadratic optimal control problems constrained by ordinary differential equations (ODEs), integrating analytical methods with numerical optimization techniques. The analytical approach employs first-order optimality conditions on the Hamiltonian, solved through the fundamental matrix method and Riccati transformations. For numerical computation, discretization is carried out using Simpson’s rule and a fifth-order implicit method, reformulated via the Augmented Lagrangian Method. Solutions are obtained using the Conjugate Gradient Method (CGM) and FICO Xpress Mosel. Comparative analysis shows that while CGM is effective but sensitive to parameter choices, FICO Xpress Mosel offers faster and more reliable convergence, making it a robust tool for solving high-dimensional control problems.

Über diesen Titel

Über die Autorin bzw. den Autor

Ayodeji Sunday Afolabi, Ph.D., is a Senior Lecturer in the Dept. of Mathematical Sciences, FUTA, specializing in optimal control theory and mathematical modeling. Abdullateef Adedamola Oyewale holds an M.Sc. in Industrial Mathematics, with research in optimization, optimal control, and intelligent decision systems.

Details zur Ausgabe

• Verlag: GlobeEdit
• Erscheinungsdatum: 2025
• Sprache: Englisch
• ISBN 10: 6209151345
• ISBN 13: 9786209151347
• Einband: Taschenbuch
• Anzahl der Seiten: 80
• Kontakt zum Hersteller: preigu GmbH & Co. KG; mail@preigu.de; ; Lengericher Landstr. 19; Osnabrück; Niedersachsen; 49078; Deutschland