Euler Discretization and Inexact Restoration for Optimal Control

C. Y. Kaya () and J. M. Martínez
Additional contact information
C. Y. Kaya: University of South Australia
J. M. Martínez: University of Campinas

Journal of Optimization Theory and Applications, 2007, vol. 134, issue 2, No 3, 206 pages

Abstract: Abstract A computational technique for unconstrained optimal control problems is presented. First, an Euler discretization is carried out to obtain a finite-dimensional approximation of the continuous-time (infinite-dimensional) problem. Then, an inexact restoration (IR) method due to Birgin and Martínez is applied to the discretized problem to find an approximate solution. Convergence of the technique to a solution of the continuous-time problem is facilitated by the convergence of the IR method and the convergence of the discrete (approximate) solution as finer subdivisions are taken. The technique is numerically demonstrated by means of a problem involving the van der Pol system; comprehensive comparisons are made with the Newton and projected Newton methods.

Keywords: Optimal control; Inexact restoration; Euler discretization; Projected Newton method; Lagrange multiplier update (search for similar items in EconPapers)
Date: 2007
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://link.springer.com/10.1007/s10957-007-9217-x 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:joptap:v:134:y:2007:i:2:d:10.1007_s10957-007-9217-x

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10957/PS2

DOI: 10.1007/s10957-007-9217-x

Access Statistics for this article

Journal of Optimization Theory and Applications is currently edited by Franco Giannessi and David G. Hull

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