Accession Number:

AD0623747

Title:

ITERATIVE SOLUTION OF NONLINEAR OPTIMAL CONTROL PROBLEMS.

Descriptive Note:

Technical summary rept.,

Corporate Author:

MATHEMATICS RESEARCH CENTER UNIV OF WISCONSIN MADISON

Personal Author(s):

• ROSEN,J. B.

Report Date:

1965-07-01

Pagination or Media Count:

45.0

Abstract:

The solution of nonlinear, state-constrained, discrete optimal control problems by mathematical programming methods is described. The iterative solution consists essentially of Newtons method with a convex or linear programming problem solved at each iteration. Global convergence of the iterative method is demonstrated provided a convexity and constraint set condition are both satisfied. The computational solution of nonlinear equation control problems makes use of a previously developed method for state-constrained linear equation problems. The solution method for nonlinear problems is illustrated by means of two numerical examples. Author

Descriptors:

• *OPTIMIZATION
• *NONLINEAR SYSTEMS
• CONTROL
• NONLINEAR PROGRAMMING

Subject Categories:

• Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE