Iterative aggregation method for constrained optimal control problems
نویسندگان
چکیده
منابع مشابه
A Method for Solving Optimal Control Problems Using Genetic Programming
This paper deals with a novel method for solving optimal control problems based on genetic programming. This approach produces some trial solutions and seeks the best of them. If the solution cannot be expressed in a closed analytical form then our method produces an approximation with a controlled level of accuracy. Using numerical examples, we will demonstrate how to use the results.
متن کاملA multigrid method for constrained optimal control problems
We consider the fast and efficient numerical solution of linear-quadratic optimal control problems with additional constraints on the control. Discretization of the first-order conditions leads to an indefinite linear system of saddle point type with additional complementarity conditions due to the control constraints. The complementarity conditions are treated by a primal-dual activeset strate...
متن کاملAn iterative method for optimal resolution-constrained polar quantizer design
This paper addresses the problem of polar quantization optimization. Particularly, the aim of this investigation is to find the method for the optimal resolution-constrained polar quantizer design. The new iterative algorithm for determination of the optimal decision and representation magnitude levels and algorithm for optimization of number of phase cells within each magnitude level, is propo...
متن کاملIterative Aggregation Method for Solving Principal Component Analysis Problems
Motivated by the previously developed multilevel aggregation method for solving structural analysis problems a novel two-level aggregation approach for efficient iterative solution of Principal Component Analysis (PCA) problems is proposed. The course aggregation model of the original covariance matrix is used in the iterative solution of the eigenvalue problem by a power iterations method. The...
متن کاملA control reduced primal interior point method for a class of control constrained optimal control problems
A primal interior point method for control constrained optimal control problems with PDE constraints is considered. Pointwise elimination of the control leads to a homotopy in the remaining state and dual variables, which is addressed by a short step pathfollowing method. The algorithm is applied to the continuous, infinite dimensional problem, where discretization is performed only in the inne...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 1992
ISSN: 0377-0427
DOI: 10.1016/0377-0427(92)90207-e