Abstract
In Ref. 1, Heideman and Levy developed the sequential conjugate-gradient-restoration algorithm for minimizing a functional subject to differential constraints and terminal constraints. In this report, several numerical examples are presented, some pertaining to a quadratic functional subject to linear constraints and some pertaining to a nonquadratic functional subject to nonlinear constraints. These examples demonstrate the feasibility as well as the rapid convergence characteristic of the sequential conjugate-gradient-restoration algorithm.
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This research was supported by the Office of Scientific Research, Office of Aerospace Research, United States Air Force, Grant No. AF-AFOSR-72-2185. The authors are indebted to Professor A. Miele for stimulating discussions and to Mr. J. M. Nocedal for verifying the numerical results.
Formerly, Graduate Student in Aero-Astronautics, Department of Mechanical and Aerospace Engineering and Materials Science, Rice University, Houston, Texas.
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Heideman, J.C., Levy, A.V. Sequential conjugate-gradient-restoration algorithm for optimal control problems. Part 2. Examples. J Optim Theory Appl 15, 223–244 (1975). https://doi.org/10.1007/BF02665294
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DOI: https://doi.org/10.1007/BF02665294