Numerical methods for optimal control problems with state constraints /

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Bibliographic Details
Author / Creator:Pytlak, Radosław, 1956-
Imprint:Berlin ; New York : Springer, ©1999.
Description:1 online resource (xii, 215 pages) : illustrations.
Language:English
Series:Lecture notes in mathematics, 0075-8434 ; 1707
Lecture notes in mathematics (Springer-Verlag) ; 1707.
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11065977
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ISBN:9783540486626
3540486623
3540662146
9783540662143
Notes:Includes bibliographical references (pages]197]-207) and index.
Summary: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.
Other form:Print version: Pytlak, Radosław, 1956- Numerical methods for optimal control problems with state constraints. Berlin ; New York : Springer, ©1999 3540662146

MARC

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300 |a 1 online resource (xii, 215 pages) :  |b illustrations. 
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490 1 |a Lecture notes in mathematics,  |x 0075-8434 ;  |v 1707 
504 |a Includes bibliographical references (pages]197]-207) and index. 
505 0 |a Preface -- Introduction -- Estimates on Solutions to Differential Equations and Their Approximations -- A First Order Method -- Implementation -- A Second Order Method -- Runge-Kutta Based Procedure for Optimal Control f Differential -- Algebraic Equations -- A Primal Range-Space Method for Piecewise-Linear Quadratic Programming -- References -- List of Symbols -- Subject Index. 
520 |a 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. 
650 0 |a Control theory.  |0 http://id.loc.gov/authorities/subjects/sh85031658 
650 0 |a Mathematical optimization.  |0 http://id.loc.gov/authorities/subjects/sh85082127 
650 0 |a Numerical analysis.  |0 http://id.loc.gov/authorities/subjects/sh85093237 
650 7 |a Control theory.  |2 fast  |0 (OCoLC)fst00877085 
650 7 |a Mathematical optimization.  |2 fast  |0 (OCoLC)fst01012099 
650 7 |a Numerical analysis.  |2 fast  |0 (OCoLC)fst01041273 
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650 1 7 |a Numerieke methoden.  |2 gtt 
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