DID YOU KNOW? DTIC has over 3.5 million final reports on DoD funded research, development, test, and evaluation activities available to our registered users. Click HERE
to register or log in.
ITERATIVE SOLUTION OF NONLINEAR OPTIMAL CONTROL PROBLEMS.
MATHEMATICS RESEARCH CENTER UNIV OF WISCONSIN MADISON
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
Technical summary rept.,