Accession Number:

AD0614939

Title:

OPTIMAL CONTROL AND CONVEX PROGRAMMING,

Descriptive Note:

Corporate Author:

WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s):

Report Date:

1965-02-01

Pagination or Media Count:

25.0

Abstract:

A general type of discrete optimal control problem with both control and state constraints is considered. Necessary conditions for a relative minimum are given assuming only differentiability based on the KuhnTucker theory. For a convex function and linear system of differential equations it is shown that these conditions are also sufficient for a global minimum. A computational scheme is described for the state constrained problem where the conditions are sufficient. The scheme is based on a convex programming method and determines first if any admissible control exists, and if so, finds an optimal control. The solution of a four-dimensional system with state constraints is presented in order to illustrate this computational scheme. Author

Subject Categories:

Distribution Statement:

APPROVED FOR PUBLIC RELEASE