Euler Discretization and Inexact Restoration for Optimal Control
نویسندگان
چکیده
منابع مشابه
Euler Discretization and Inexact Restoration for Optimal Control∗
A computational technique for unconstrained optimal control problems is presented. First an Euler discretization is carried out to obtain a finite-dimensional approximation of the continous-time (infinite-dimensional) problem. Then an inexact restoration (IR) method due to Birgin and Mart́ınez is applied to the discretized problem to find an approximate solution. Convergence of the technique to ...
متن کاملInexact Restoration for Euler Discretization of Box-Constrained Optimal Control Problems
The Inexact Restoration method for Euler discretization of state and control constrained optimal control problems is studied. Convergence of the discretized (finitedimensional optimization) problem to an approximate solution using the Inexact Restoration method and convergence of the approximate solution to a continuous-time solution of the original problem are established. It is proved that a ...
متن کاملInexact Restoration and Adaptive Mesh Refinement for Constrained Optimal Control
A new adaptive mesh refinement algorithm is proposed for solving Euler discretization of stateand control-constrained optimal control problems. Our approach is designed to reduce the computational effort by applying the inexact restoration (IR) method, a numerical method for nonlinear programming problems, in an innovative way. The initial iterations of our algorithm start with a coarse mesh, w...
متن کاملInexact Restoration and Adaptive Mesh Refinement for Optimal Control
A new adaptive mesh refinement algorithm is proposed for solving Euler discretization of stateand control-constrained optimal control problems. Our approach is designed to reduce the computational effort by applying the inexact restoration (IR) method, a numerical method for nonlinear programming problems, in an innovative way. The initial iterations of our algorithm start with a coarse mesh, w...
متن کاملVARIATIONAL DISCRETIZATION AND MIXED METHODS FOR SEMILINEAR PARABOLIC OPTIMAL CONTROL PROBLEMS WITH INTEGRAL CONSTRAINT
The aim of this work is to investigate the variational discretization and mixed finite element methods for optimal control problem governed by semi linear parabolic equations with integral constraint. The state and co-state are approximated by the lowest order Raviart-Thomas mixed finite element spaces and the control is not discreted. Optimal error estimates in L2 are established for the state...
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: Journal of Optimization Theory and Applications
سال: 2007
ISSN: 0022-3239,1573-2878
DOI: 10.1007/s10957-007-9217-x