Lagrange multipliers determination for optimum control problem solution

• Autorzy: Grevtsov N. , Efimov O. , Melts I.
• Konferencja: Proceedings of the Third Seminar on Recent Research and Design Progress in Aeronautical Engineering and its Influence on Education/seminar(III; 23-25.11.1998; Warszawa, Polska)
• Języki publikacji: EN

Abstrakty

EN

This paper considers the problem of Lagrange multipliers initial proximity determination for iterative procedure of second order method of optimum control problem solution. The control problem corresponds to the optimum control of dynamic system described by finite - difference equations with account of terminal conditions, control and phase variables or mixed inequality constraints. The time of control process is free or fixed. The problem of Lagrange multipliers determination is formulated as the problem of finding the minimum of the norm square of the relations describing optimality conditions at initial proximity of control. This problem is reduced to the special two point boundary value problem (TPBVP). The method of this TPBVP solution for initial proximity of Lagrange multipliers determination is proposed.

Słowa kluczowe

EN

Lagrange multipliers; optimization; dynamic system control

• Wydawca: Institute of Aeronautics and Applied Mechanics, Warsaw University of Technology
• Czasopismo: Research Bulletin / Warsaw University of Technology, Institute of Aeronautics and Applied Mechanics
• Rocznik: 1998
• Tom: nr 8
• Strony: 209--214
• Opis fizyczny: Bibliogr. 6 poz.

Twórcy

autor

Grevtsov N.

autor

Efimov O.

autor

Melts I.

• Central Aerohydrodynamic Institute (TsAGI)named after N.E. Zhukovsky, Russia