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Unconstrained Optimization Techniques

Kok Lay Teo, Bin Li, Changjun Yu and Volker Rehbock
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Kok Lay Teo: Sunway University
Bin Li: Sichuan University
Changjun Yu: Shanghai University
Volker Rehbock: Curtin University

Chapter Chapter 2 in Applied and Computational Optimal Control, 2021, pp 21-53 from Springer

Abstract: Abstract The numerical algorithms to be developed for optimal control computation in this book are based on the control parametrization technique in conjunction with a novel time scaling transform. Essentially, an optimal control problem with its control functions being approximated by an appropriate linear combination of spline functions is reduced to an optimal parameter selection problem.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-3-030-69913-0_2

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DOI: 10.1007/978-3-030-69913-0_2

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