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Numerical algorithm for the Mayer problem for nonlinear dynamic systems

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Abstract

An algorithm is proposed for numerical construction of optimal programmed controls in the Mayer problem for a nonlinear dynamic system. In each step of the optimization process, the algorithm uses the method of successive linearization with subsequent projection of the objective functional gradient on the constraints and recovery of violated boundary conditions and constraints. Solutions of some test problems are reported.

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Literature cited

  1. Yu. G. Evtushenko, Methods of Solution of Extremal Problems and Their Application in Optimization Systems [in Russian], Nauka, Moscow (1982).

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  2. D. Tabak and V. C. Kuo, Optimal Control by Mathematical Programming, Prentice Hall, Englewood Cliffs, N.J. (1971).

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Authors and Affiliations

  1. Kiev Civil Engineering Institute, Kiev

    V. A. Bazhenov, V. I. Gulyaev, V. L. Koshkin & I. V. Yarmolenko

Authors
  1. V. A. Bazhenov
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  2. V. I. Gulyaev
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  3. V. L. Koshkin
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  4. I. V. Yarmolenko
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Additional information

Translated from Vychislitel'naya i Prikladnaya Matematika, No. 56, pp. 107–114, 1985.

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Bazhenov, V.A., Gulyaev, V.I., Koshkin, V.L. et al. Numerical algorithm for the Mayer problem for nonlinear dynamic systems. J Math Sci 54, 847–853 (1991). https://doi.org/10.1007/BF01097599

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  • DOI: https://doi.org/10.1007/BF01097599

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