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Numerical Methods for Optimal Control Problems with State Constraints

By: R. Pytlak

Paperback

Published: September 1999
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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 scare. 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 & makes little use of Lagrange multipliers corresponding to state constraints. This approach enables the author to provide global convergence analysis of first order & superlinearly convergent second order methods. Further, the implementation aspects of the methods developed in the book are presented & 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.

Introductionp. 1
Estimates on Solutions to Differential Equations and Their Approximationsp. 13
First Order Methodp. 27
Implementationp. 55
Second Order Methodp. 81
Runge-Kutta Based Procedure for Optimal Control of Differential - Algebraic Equationsp. 129
A Primal Range-Space Method for Piecewise-Linear Quadratic Programmingp. 169
Referencesp. 197
List of Symbolsp. 209
Subject Indexp. 213
Table of Contents provided by Blackwell. All Rights Reserved.

ISBN: 9783540662143
ISBN-10: 3540662146
Series: Lecture Notes in Mathematics
Audience: Professional
Format: Paperback
Language: English
Number Of Pages: 230
Published: September 1999
Publisher: SPRINGER VERLAG GMBH
Dimensions (cm): 23.393 x 15.596  x 1.295
Weight (kg): 0.34