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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2017, Volume 57, Number 1, Pages 49–54
DOI: https://doi.org/10.7868/S0044466916110028 (Mi zvmmf10506) 		 
This article is cited in 2 scientific papers (total in 2 papers)

Extragradient method for solving an optimal control problem with implicitly specified boundary conditions

A. S. Antipina, L. A. Artem'evab, F. P. Vasil'evb

a Dorodnicyn Computing Center, Federal Research Center “Computer Science and Control”, Russian Academy of Sciences, Moscow, Russia
b Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, Russia
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DOI: https://doi.org/10.7868/S0044466916110028
Abstract: An optimal control problem formulated as a system of linear ordinary differential equations with boundary conditions implicitly specified as a solution to a finite-dimensional minimization problem is considered. An extragradient method for solving this problem is proposed, and its convergence is studied.
Key words: optimal control problem, Lagrange function, saddle point, extragradient method, convergence.
Funding agency Grant number
Russian Foundation for Basic Research 15-01-06045_а
Ministry of Education and Science of the Russian Federation 02.А03.21.0004
Received: 15.03.2016
English version:
Computational Mathematics and Mathematical Physics, 2017, Volume 57, Issue 1, Pages 64–70
DOI: https://doi.org/10.1134/S0965542516110026
Bibliographic databases:
Document Type: Article
UDC: 519.626
Language: Russian
Citation: A. S. Antipin, L. A. Artem'eva, F. P. Vasil'ev, “Extragradient method for solving an optimal control problem with implicitly specified boundary conditions”, Zh. Vychisl. Mat. Mat. Fiz., 57:1 (2017), 49–54; Comput. Math. Math. Phys., 57:1 (2017), 64–70
Citation in format AMSBIB
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    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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