A numerical study of augmented penalty function algorithms for terminally constrained optimal control problems
| Autor: | R. J. O'Doherty, B. L. Pierson |
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| Rok vydání: | 1974 |
| Předmět: |
Mathematical optimization
Control and Optimization Augmented Lagrangian method Applied Mathematics Numerical analysis State (functional analysis) Management Science and Operations Research Optimal control Control theory Convergence (routing) Theory of computation Penalty method Constant (mathematics) Algorithm Mathematics |
| Zdroj: | Journal of Optimization Theory and Applications. 14:393-403 |
| ISSN: | 1573-2878 0022-3239 |
| DOI: | 10.1007/bf00933305 |
| Popis: | Three augmented penalty function algorithms are tested and compared with an ordinary penalty function algorithm for two demonstration optimal control problems. Although the augmented penalty function is quite helpful in solving control problems with terminal state constraints, the convergence can be improved significantly by providing systematic increases in the penalty constant. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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