Runge-Kutta methods in optimal control and the transformed adjoint system

نویسنده

  • William W. Hager
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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عنوان ژورنال:
  • Numerische Mathematik

دوره 87  شماره 

صفحات  -

تاریخ انتشار 2000