Runge-Kutta methods in optimal control and the transformed adjoint system
نویسنده
چکیده
The convergence rate is determined for Runge-Kutta discretizations of nonlinear control problems. The analysis utilizes a connection between the Kuhn-Tucker multipliers for the discrete problem and the adjoint variables associated with the continuous minimum principle. This connection can also be exploited in numerical solution techniques that require the gradient of the discrete cost function.
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ورودعنوان ژورنال:
- Numerische Mathematik
دوره 87 شماره
صفحات -
تاریخ انتشار 2000