Epi-convergent discretization of the generalized Bolza problem in dynamic optimization
نویسندگان
چکیده
The paper is devoted to well-posed discrete approximations of the so-called generalized Bolza problem of minimizing variational functionals defined via extended-real-valued functions. This problem covers more conventional Bolza-type problems in the calculus of variations and optimal control of differential inclusions as well of parameterized differential equations. Our main goal is find efficient conditions ensuring an appropriate epi-convergence of discrete approximations, which plays a significant role in both the qualitative theory and numerical algorithms of optimization and optimal control. The paper seems to be the first attempt to study epi-convergent discretizations of the generalized Bolza problem; it establishes several rather general results in this direction.
منابع مشابه
Pseudospectral Knotting Methods for Solving Optimal Control Problems
A class of computational methods for solving a wide variety of optimal control problems is presented; these problems include nonsmooth, nonlinear, switched optimal control problems, as well as standard multiphase problems. Methods are based on pseudospectral approximations of the differential constraints that are assumed to be given in the form of controlled differential inclusions including th...
متن کاملEpi-convergent discretizations of multistage stochastic programs via integration quadratures
This paper presents procedures for constructing numerically solvable discretizations of multistage stochastic programs that epi-converge to the original problem as the discretizations are made finer. Epi-convergence implies, in particular, that the cluster points of the first-stage solutions of the discretized problems are optimal first-stage solutions of the original problem. The discretizatio...
متن کاملUniform Convergence and Mesh Independence of Newton's Method for Discretized Variational Problems
In an abstract framework, we study local convergence properties of Newton’s method for a sequence of generalized equations which models a discretized variational inequality. We identify conditions under which the method is locally quadratically convergent, uniformly in the discretization. Moreover, we show that the distance between the Newton sequence for the continuous problem and the Newton s...
متن کاملA class of multi-agent discrete hybrid non linearizable systems: Optimal controller design based on quasi-Newton algorithm for a class of sign-undefinite hessian cost functions
In the present paper, a class of hybrid, nonlinear and non linearizable dynamic systems is considered. The noted dynamic system is generalized to a multi-agent configuration. The interaction of agents is presented based on graph theory and finally, an interaction tensor defines the multi-agent system in leader-follower consensus in order to design a desirable controller for the noted system. A...
متن کاملA Direct Method for Solving Nonsmooth Optimal Control Problems
We present a class of efficient direct methods for solving nonsmooth dynamic optimization problems where the dynamics are governed by controlled differential inclusions. Our methods are based on pseudospectral approximations of the differential constraints that are assumed to be given in the form of controlled differential inclusions including the usual vector field and differential-algebraic f...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Optimization Letters
دوره 1 شماره
صفحات -
تاریخ انتشار 2007