An Application of Nondifferentiable Optimization in Optimal Control

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Nurminski, E.A. ORCID: https://orcid.org/0000-0002-7236-6955 (1980). An Application of Nondifferentiable Optimization in Optimal Control. IIASA Research Report (Reprint). IIASA, Laxenburg, Austria: RR-81-012. Reprinted from Numerical Optimisation of Dynamic Systems, pp. 137-158 [1980].

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Abstract

The problem of optimal control for the nonlinear dynamic system with discrete time is considered. Using a nondifferentiable penalty function it is possible to transform the initial problem into an unconditional one. Special structure of this problem makes it possible to develop the specific method which is some composition of the gradient-like method of nondifferentiable optimization and the method of coordinate minimization.

Item Type: Monograph (IIASA Research Report (Reprint))
Research Programs: System and Decision Sciences - Core (SDS)
Bibliographic Reference: Reprinted from Numerical Optimisation of Dynamic Systems; pp. 137-158 [1980]
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:47
Last Modified: 27 Aug 2021 17:09
URI: https://pure.iiasa.ac.at/1265

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