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Ural Mathematical Journal, 2016, Volume 2, Issue 2, Pages 108–116
DOI: https://doi.org/10.15826/umj.2016.2.009
(Mi umj24)
 

This article is cited in 3 scientific papers (total in 3 papers)

A numerical method for solving linear-quadratic control problems with constraints

Mikhail I. Gusev, Igor V. Zykov

N.N. Krasovskii Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences, Ekaterinburg, Russia
Full-text PDF (118 kB) Citations (3)
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Abstract: The paper is devoted to the optimal control problem for a linear system with integrally constrained control function. We study the problem of minimization of a linear terminal cost with terminal constraints given by a set of linear inequalities. For the solution of this problem we propose two-stage numerical algorithm, which is based on construction of the reachable set of the system. At the first stage we find a solution to finite-dimensional optimization problem with a linear objective function and linear and quadratic constraints. At the second stage we solve a standard linear-quadratic control problem, which admits a simple and effective solution.
Keywords: Optimal control, Reachable set, Integral constraints, Convex programming, Semi-infinite linear programming.
Funding agency Grant number
Russian Science Foundation 16-11-10146
The research is supported by Russian Science Foundation, project no. 16–11–10146.
Bibliographic databases:
Document Type: Article
Language: English
Citation: Mikhail I. Gusev, Igor V. Zykov, “A numerical method for solving linear-quadratic control problems with constraints”, Ural Math. J., 2:2 (2016), 108–116
Citation in format AMSBIB
\Bibitem{GusZyk16}
\by Mikhail~I.~Gusev, Igor~V.~Zykov
\paper A numerical method for solving linear-quadratic control problems with constraints
\jour Ural Math. J.
\yr 2016
\vol 2
\issue 2
\pages 108--116
\mathnet{http://mi.mathnet.ru/umj24}
\crossref{https://doi.org/10.15826/umj.2016.2.009}
\zmath{https://zbmath.org/?q=an:1413.49043}
\elib{https://elibrary.ru/item.asp?id=27447889}
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  • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Ural Mathematical Journal
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