Constrained optimization problems using multiplier methods
Autor: | S. S. Tripathi, K. S. Narendra |
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Rok vydání: | 1972 |
Předmět: |
Mathematical optimization
Control and Optimization Optimization problem Applied Mathematics Management Science and Operations Research Optimal control Nonlinear conjugate gradient method symbols.namesake Lagrangian relaxation Control theory Conjugate gradient method symbols Shape optimization Gradient descent Gradient method Mathematics |
Zdroj: | Journal of Optimization Theory and Applications. 9:59-70 |
ISSN: | 1573-2878 0022-3239 |
Popis: | A modified multiplier method for optimization problems with equality constraints is suggested and its application to constrained optimal control problems described. For optimal control problems with free terminal time, a gradient descent technique for updating control functions as well as the terminal time is developed. The modified multiplier method with the simplified conjugate gradient method is used to compute the solution of a time-optimal control problem for a V/STOL aircraft. |
Databáze: | OpenAIRE |
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