Extragradient method for solving an optimal control problem with implicitly specified boundary conditions |
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| Authors: | A S Antipin L A Artem’eva F P Vasil’ev |
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| Institution: | 1.Dorodnicyn Computing Center, Federal Research Center “Computer Science and Control,”,Russian Academy of Sciences,Moscow,Russia;2.Faculty of Computational Mathematics and Cybernetics,Moscow State University,Moscow,Russia |
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| Abstract: | An optimal control problem formulated as a system of linear ordinary differential equations with boundary conditions implicitly specified as a solution to a finite-dimensional minimization problem is considered. An extragradient method for solving this problem is proposed, and its convergence is studied. |
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