Numerical methods for optimal control problems with state constraints /

Numerical methods for optimal control problems with state constraints /

Saved in:

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:	Control theory. Mathematical optimization. Numerical analysis. Control theory. Mathematical optimization. Numerical analysis.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/11065977

Hidden Bibliographic Details
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

Table of Contents:

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.