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Sibirskii Zhurnal Industrial'noi Matematiki, 2011, Volume 14, Number 4, Pages 125–135
(Mi sjim703)
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A numerical method for solving an optimal control problem with fixed endpoints of trajectories and a convex functional
G. V. Shevchenko Sobolev Institute of Mathematics, Siberian Division of the RAS, Novosibirsk, RUSSIA
Abstract:
We propose a numerical method for solving the problem of taking a nonlinear system to the zero state while minimizing a nonnegative convex functional, whose particular cases include the problem of minimizing resource or energy consumption. The method is based on the maximum principle and approximations of solid bodies by families of simplices. The properties of coverings of solid bodies by simplices enable us to justify the convergence of the method.
Keywords:
admissible control, optimal control, convex functional.
Received: 27.11.2010 Revised: 07.06.2011
Citation:
G. V. Shevchenko, “A numerical method for solving an optimal control problem with fixed endpoints of trajectories and a convex functional”, Sib. Zh. Ind. Mat., 14:4 (2011), 125–135; J. Appl. Industr. Math., 6:4 (2012), 480–489
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https://www.mathnet.ru/eng/sjim703 https://www.mathnet.ru/eng/sjim/v14/i4/p125
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