Comparison of gradient-restoration algorithms for optimal control problems with nondifferential constraints and general boundary conditions

Date
1994
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Abstract

The problem considered here involves a functional I subject to differential constraints, nondifferential constraints, and general boundary conditions. It consists of finding the state x(t), control u(t), and parameter π so that the functional I is minimized, while the differential constraints, nondifferential constraints, and boundary conditions are satisfied to a predetermined accuracy. Here, I is a scalar, x an n-vector, u an m-vector, and π a p-vector. Four types of gradient-restoration algorithms are considered, and their relative efficiency in terms of the number of iterations for convergence and CPU time is evaluated. The algorithms considered are as follows: sequential gradient-restoration algorithm, complete restoration (SGRA-CR); sequential gradient-restoration algorithm, incomplete restoration (SGRA-IR); combined gradient-restoration algorithm, no restoration (CGRA-NR); and combined gradient-restoration algorithm, incomplete restoration (CGRA-IR).

Description
Degree
Master of Science
Type
Thesis
Keywords
Aerospace engineering
Citation

Ko, Shuh-Hung. "Comparison of gradient-restoration algorithms for optimal control problems with nondifferential constraints and general boundary conditions." (1994) Master’s Thesis, Rice University. https://hdl.handle.net/1911/13854.

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