Multiplier method and optimal control problems with terminal state constraints
作者:
H. NAKAYAMA,
H. SAYAMA,
Y. SAWARAGI,
期刊:
International Journal of Systems Science
(Taylor Available online 1975)
卷期:
Volume 6,
issue 5
页码: 465-477
ISSN:0020-7721
年代: 1975
DOI:10.1080/00207727508941831
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The multiplier method for constrained optimization problems is considered geometrically with the concept of supporting hypersurfaces. This geometric interpretation simplifies the comparison of the multiplier method with other existing methods and provides a basis from which to develop new algorithms. Moreover, though it is proved that the algorithm of the multiplier method can be derived from different viewpoints, the convergence of the multiplier method as a successive approximation algorithm is verified in this paper. Finally, the multiplier method is applied to optimal control problems with terminal state constraints, and some numerical experiments are presented.
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