Displaying similar documents to “An approximative method for solving the non-linear optimal control problem”

How to increase convergence order of the Newton method to 2 × m ?

Sanjay Kumar Khattri (2014)

Applications of Mathematics

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We present a simple and effective scheme for forming iterative methods of various convergence orders. In this scheme, methods of various convergence orders, such as four, six, eight and ten, are formed through a modest modification of the classical Newton method. Since the scheme considered is a simple modification of the Newton method, it can be easily implemented in existing software packages, which is also suggested by the presented pseudocodes. Finally some problems are solved, to...

Globalization of SQP-methods in control of the instationary Navier-Stokes equations

Michael Hintermüller, Michael Hinze (2002)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

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A numerically inexpensive globalization strategy of sequential quadratic programming methods (SQP-methods) for control of the instationary Navier Stokes equations is investigated. Based on the proper functional analytic setting a convergence analysis for the globalized method is given. It is argued that the a priori formidable SQP-step can be decomposed into linear primal and linear adjoint systems, which is amenable for existing CFL-software. A report on a numerical test demonstrates...

The SQP method for control constrained optimal control of the Burgers equation

Fredi Tröltzsch, Stefan Volkwein (2010)

ESAIM: Control, Optimisation and Calculus of Variations

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A Lagrange–Newton–SQP method is analyzed for the optimal control of the Burgers equation. Distributed controls are given, which are restricted by pointwise lower and upper bounds. The convergence of the method is proved in appropriate Banach spaces. This proof is based on a weak second-order sufficient optimality condition and the theory of Newton methods for generalized equations in Banach spaces. For the numerical realization a primal-dual active set strategy is applied. Numerical...

Convergence of the Lagrange-Newton method for optimal control problems

Kazimierz Malanowski (2004)

International Journal of Applied Mathematics and Computer Science

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Convergence results for two Lagrange-Newton-type methods of solving optimal control problems are presented. It is shown how the methods can be applied to a class of optimal control problems for nonlinear ODEs, subject to mixed control-state constraints. The first method reduces to an SQP algorithm. It does not require any information on the structure of the optimal solution. The other one is the shooting method, where information on the structure of the optimal solution is exploited....