An extension in optimal initial choice of multipliers in the quasi-linearization method
作者:
B. P. YEO,
期刊:
International Journal of Control
(Taylor Available online 1976)
卷期:
Volume 24,
issue 5
页码: 593-608
ISSN:0020-7179
年代: 1976
DOI:10.1080/00207177608932849
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The method of Yeoet alto choose initial multipliers optimally for the quasi-linearization solution of optimal control problems with control bounds is extended to a wider class of optimal control problems with constraints. The constraints are inequality constraints on functions of the state and control variables, and bounds on the values of the control variables. The computational characteristics of the proposed method are demonstrated with two numerical examples. It is shown that optimal initial choice of multipliers is instrumental in increasing the likelihood of convergence of a quasi-linearization algorithm.
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