An efficient trust region method for unconstrained discrete-time optimal control problems
نویسندگان
چکیده
منابع مشابه
An Eecient Trust Region Method for Unconstrained Discrete-time Optimal Control Problems 1
Discrete-time optimal control (DTOC) problems are large-scale optimization problems with a dynamic structure. In previous work this structure has been exploited to provide very fast and eecient local procedures. Two examples are the diierential dynamic programming algorithm (DDP) and the stagewise Newton procedure { both require only O(N) operations per iteration, where N is the number of times...
متن کاملSolving unconstrained discrete - time optimal control problemsusing trust region
Trust region method for a class of large-scale minimization problems, the unconstrained discrete-time optimal control (DTOC) problems, is considered. Although the trust region algorithms developed in 4] and 13] are very economical they lack the ability to handle the so-called hard case. In this paper, We show that the trust region subproblem can be solved within an acceptable accuracy without f...
متن کاملSome Eecient Algorithms for Unconstrained Discrete-time Optimal Control Problems
The diierential dynamic programming algorithm (DDP) and the stage-wise Newton procedure are two typical examples of eecient local procedures for discrete-time optimal control (DTOC) problems. It is desirable to generalize these local procedures to globally convergent methods. One successful globalization was recently proposed by Coleman and Liao 3] which combines the trust region idea with Pant...
متن کاملan adaptive nonmonotone trust region method for unconstrained optimization problems based on a simple subproblem
using a simple quadratic model in the trust region subproblem, a new adaptive nonmonotone trust region method is proposed for solving unconstrained optimization problems. in our method, based on a slight modification of the proposed approach in (j. optim. theory appl. 158(2):626-635, 2013), a new scalar approximation of the hessian at the current point is provided. our new proposed method is eq...
متن کاملAn Efficient Conjugate Gradient Algorithm for Unconstrained Optimization Problems
In this paper, an efficient conjugate gradient method for unconstrained optimization is introduced. Parameters of the method are obtained by solving an optimization problem, and using a variant of the modified secant condition. The new conjugate gradient parameter benefits from function information as well as gradient information in each iteration. The proposed method has global convergence und...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 1995
ISSN: 0926-6003,1573-2894
DOI: 10.1007/bf01299158