Numerical Methods for Optimal Control Problems with State Constraints (Paperback, 1999 ed.)

While optimality conditions for optimal control problems with state constraints have been extensively investigated in the literature the results pertaining to numerical methods are relatively scarce. This book fills the gap by providing a family of new methods. Among others, a novel convergence analysis of optimal control algorithms is introduced. The analysis refers to the topology of relaxed controls only to a limited degree and makes little use of Lagrange multipliers corresponding to state constraints. This approach enables the author to provide global convergence analysis of first order and superlinearly convergent second order methods. Further, the implementation aspects of the methods developed in the book are presented and discussed. The results concerning ordinary differential equations are then extended to control problems described by differential-algebraic equations in a comprehensive way for the first time in the literature.

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Lecture Notes in Mathematics, 1707
Release date:	2001
First published:	1999
Authors:	Radoslaw Pytlak
Dimensions:	235 x 155 x 12mm (L x W x T)
Format:	Paperback
Pages:	218
Edition:	1999 ed.
ISBN-13:	978-3-540-66214-3
Categories:	Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Calculus of variations
LSN:	3-540-66214-6
Barcode:	9783540662143

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