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Extragradient method for finding a saddle point in a multicriteria problem with dynamics
F. P. Vasil'eva, A. S. Antipinb, L. A. Artem'evaa a Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
b Dorodnitsyn Computing Centre of the Russian Academy of Sciences, Moscow
Abstract:
We consider an optimal control problem for a linear system of ordinary differential equations with an implicitly given boundary condition connected with a multicriteria problem. Such problems arise, for example, in the study of controlled objects that lose their stability under the influence of external perturbations, where it is required to return the object to stability by means of an appropriate choice of the control. We describe a possible mathematical model of this kind, propose an extragradient method for recovering the stability, and investigate its convergence.
Keywords:
optimal control problem, Cauchy problem, multicriteria problem, saddle point, convergence.
Received: 24.02.2016
Citation:
F. P. Vasil'ev, A. S. Antipin, L. A. Artem'eva, “Extragradient method for finding a saddle point in a multicriteria problem with dynamics”, Trudy Inst. Mat. i Mekh. UrO RAN, 22, no. 2, 2016, 71–78; Proc. Steklov Inst. Math. (Suppl.), 297, suppl. 1 (2017), 203–210
Linking options:
https://www.mathnet.ru/eng/timm1292 https://www.mathnet.ru/eng/timm/v22/i2/p71
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Abstract page: | 363 | Full-text PDF : | 95 | References: | 57 | First page: | 13 |
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