Accession Number:

AD0767552

Title:

A Generalized Gradient in Optimal Control.

Descriptive Note:

Research rept.,

Corporate Author:

CALIFORNIA UNIV BERKELEY OPERATIONS RESEARCH CENTER

Personal Author(s):

Report Date:

1973-07-01

Pagination or Media Count:

93.0

Abstract:

Gradient methods or methods of steepest descent in control-space have been found to be quite useful for the numerical solution of a large class of problems in optimal control. However, there is a large class of problems for which these methods have not been successful. To deal with this larger class of problems, a generalized gradient method is proposed. The convergence rate of this method is analyzed for a certain class of problems and the analysis is verified numerically. The analysis is then used to suggest improvements in the basic algorithm. Author

Subject Categories:

  • Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE