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Numerical method of solving a linear problem on the minimum of resource consumption

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Abstract

A simple algorithm for developing a quasioptimal control over resource consumption is considered. The control is used as an initial approach to an iterative procedure of computing an optimal control. A system of linear algebraic equations is derived which approximately relate increments of initial conditions of an adjoint system to increments of amplitudes of a quasioptimal control with respect to ultimate values. Local convergence of the computing process with a quadratic rate is proved, and the convergence radius is found. A condition for global convergence of the method is specified.

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Authors and Affiliations

  1. Sobolev Institute of Mathematics, Siberian Branch, Russian Academy of Sciences, pr. Akad. Koptyuga 4, Novosibirsk, 630090, Russia

    V. M. Aleksandrov

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  1. V. M. Aleksandrov
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Correspondence to V. M. Aleksandrov.

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Original Russian Text © V.M. Aleksandrov, 2009, published in Sibirskii Zhurnal Vychislitel’noi Matematiki, 2009, Vol. 12, No. 3, pp. 247–267.

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Aleksandrov, V.M. Numerical method of solving a linear problem on the minimum of resource consumption. Numer. Analys. Appl. 2, 197–215 (2009). https://doi.org/10.1134/S199542390903001X

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  • DOI: https://doi.org/10.1134/S199542390903001X

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