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
Descriptors:
Subject Categories:
- Theoretical Mathematics