Abstract
The purpose of this paper is to present a method to compute optimal controls for a class of one-dimensional heat-diffusion processes. The approach used is in the spirit of the Ritz method and approximates the given problem with simpler tasks which are solved by means of algorithms based on the principles of semi-infinite programming. General convergence properties of the procedures are shown. Some illustrative numerical examples are also given.
Similar content being viewed by others
References
Butkovskiy, A. G.,Distributed Control Systems, American Elsevier Publishing Company, New York, New York, 1969.
Egorov, Yu. V.,Some Problems in the Theory of Optimal Control, USSR Computational Mathematics, Vol. 3, No. 5, 1963.
Sakawa, Y.,Solution of an Optimal Control Problem in a Distributed Parameter System, IEEE Transactions on Automatic Control, Vol. 9, pp. 420–426, 1964.
Gustafson, S. Å.,On the Computational Solution of a Class of Generalized Moment Problems, SIAM Journal on Numerical Analysis, Vol. 7, No. 3, 1970.
Gustafson, S. Å., andKortanek, K. O.,Numerical Treatment of a Class of Semi-Infinite Programming Problems, Naval Research Logistics Quarterly, Vol. 20, No. 3, 1973.
Friedmann, A.,Partial Differential Equations of Parabolic Type, Prentice-Hall, Englewood Cliffs, New Jersey, 1963.
Glashoff, K., andKrabs, W.,Dualität und Bang-Bang Prinzip bei Einem Parabolischen Rand-Kontroll-Problem (to appear).
Bieberbach, L.,Einführung in die Theorie der Differentialgleichungen im Reellen Gebiet, Springer-Verlag, Berlin, Germany, 1956.
Goldstein, A. A.,Constructive Real Analysis, Harper and Row, New York, New York, 1967.
Weck, N.,Über Existenz, Eindeutigkeit, und das Bang-Bang-Prinzip bei Kontrollproblemen aus der Wärmeleitung (to appear).
Cheney, E. W.,Introduction to Approximation Theory, McGraw-Hill Book Company, New York, New York, 1966.
Charnes, A., Cooper, W. W., andKortanek, K. O.,Duality, Haar Programs, and Finite Sequence Spaces, Proceedings of the National Academy of Sciences (USA), Vol. 48, pp. 783–786, 1962.
Gustafson, S. Å.,Nonlinear Systems in Semi-Infinite Programming, Numerical Solution of Systems of Nonlinear Algebraic Equations, Edited by G. B. Byrnes and C. A. Hall, Academic Press, New York, New York, 1973.
Gustafson, S. Å,Duality, Approximation, and Optimization, Lecture Notes, Department of Numerical Analysis, Royal Institute of Technology, Stockholm, Sweden, 1973.
Bartels, R. H., Stoer, J., andZenger, C. H.,A Realization of the Simplex Method Based on Triangular Decompositions, Linear Algebra, Edited by J. H. Wilkinson and C. A. Hall, Springer-Verlag, Berlin, Germany, 1971.
Author information
Authors and Affiliations
Additional information
Communicated by G. Leitmann
This research was supported by NSF Grant No. GK-31833 and by The Swedish Institute of Applied Mathematics, Stockholm, Sweden.
Rights and permissions
About this article
Cite this article
Glashoff, K., Gustafson, S.Å. Numerical treatment of a parabolic boundary-value control problem. J Optim Theory Appl 19, 645–663 (1976). https://doi.org/10.1007/BF00934660
Issue Date:
DOI: https://doi.org/10.1007/BF00934660