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A feasible directions algorithm for time-lag optimal control problems with control and terminal inequality constraints |
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| Authors: | K L Teo K H Wong D J Clements |
| Institution: | (1) Department of Industrial and Systems Engineering, National University of Singapore, Kent Ridge, Singapore;(2) Department of Applied Mathematics, University of Witwatersrand, Johannesburg, South Africa;(3) School of Electrical Engineering and Computer Science, University of New South Wales, Kensington, New South Wales, Australia |
| Abstract: | A computational algorithm for a class of time-lag optimal control problems involving control and terminal inequality constraints is presented. The convergence properties of the algorithm is also investigated. To test the algorithm, an example is solved.This work was partially supported by the Australian Research Grant Committee. |
| Keywords: | Nonlinear time-lag systems linear control constraints nonlinear terminal inequality constraints conditional gradient methods feasible direction methods control parametrization initial feasible control computational schemes finite convergence |
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