Saddle point approach to solving problem of optimal control with fixed ends

Anatoly Antipin () and Elena Khoroshilova ()
Additional contact information
Anatoly Antipin: Federal Research Center “Computer Science and Control” of Russian Academy of Sciences
Elena Khoroshilova: Lomonosov Moscow State University

Journal of Global Optimization, 2016, vol. 65, issue 1, No 2, 3-17

Abstract: Abstract In a Hilbert space, the problem of terminal control with linear dynamics and fixed ends of the trajectory is considered. The integral objective functional has a quadratic form. In contrast to the traditional approach, the problem of terminal control is interpreted not as an optimization problem, but as a saddle-point problem. The solution to this problem is a saddle point of the Lagrange function with components in the form of controls, phase and conjugate trajectories. A saddle-point method is proposed, the convergence of the method in all components of the solution is proved.

Keywords: Optimal control; Phase and conjugate trajectories; Lagrange function; Saddle-point method; Convergence (search for similar items in EconPapers)
Date: 2016
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10898-016-0414-8 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jglopt:v:65:y:2016:i:1:d:10.1007_s10898-016-0414-8

Ordering information: This journal article can be ordered from
http://www.springer. ... search/journal/10898

DOI: 10.1007/s10898-016-0414-8

Access Statistics for this article

Journal of Global Optimization is currently edited by Sergiy Butenko

More articles in Journal of Global Optimization from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().