Numerical solution of control problems governed by nonlinear differential equations
- Virginia Polytechnic Institute and State Univ., Blacksburg, VA (United States)
In this presentation the author investigates an iterative method for the solution of optimal control problems. These problems are formulated as constrained optimization problems with constraints arising from the state equation and in the form of bound constraints on the control. The method for the solution of these problems uses the special structure of the problem arising from the bound constraint and the state equation. It is derived from SQP methods and projected Newton methods and combines the advantages of both methods. The bound constraint is satisfied by all iterates using a projection, the nonlinear state equation is satisfied in the limit. Only a linearized state equation has to be solved in every iteration. The solution of the linearized problems are done using multilevel methods and GMRES.
- Research Organization:
- Front Range Scientific Computations, Inc., Boulder, CO (United States); US Department of Energy (USDOE), Washington DC (United States); National Science Foundation, Washington, DC (United States)
- OSTI ID:
- 224492
- Report Number(s):
- CONF-9404305-Vol.1; ON: DE96005735; TRN: 96:002320-0013
- Resource Relation:
- Conference: Colorado conference on iterative methods, Breckenridge, CO (United States), 5-9 Apr 1994; Other Information: PBD: [1994]; Related Information: Is Part Of Colorado Conference on iterative methods. Volume 1; PB: 203 p.
- Country of Publication:
- United States
- Language:
- English
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