Numerical solution of minimax problems of optimal control,part 2 |
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Authors: | A Miele B P Mohanty P Venkataraman Y M Kuo |
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Institution: | (1) Department of Mechanical Engineering, Rice University, Houston, Texas;(2) Present address: School of Systems Science, Arkansas Technical University, Russellville, Arkansas |
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Abstract: | In a previous paper (Part 1), we presented general transformation techniques useful to convert minimax problems of optimal control into the Mayer-Bolza problem of the calculus of variations Problem (P)]. We considered two types of minimax problems: minimax problems of Type (Q), in which the minimax function depends on the state and does not depend on the control; and minimax problems of Type (R), in which the minimax function depends on both the state and the control. Both Problem (Q) and Problem (R) can be reduced to Problem (P).In this paper, the transformation techniques presented in Part 1 are employed in conjunction with the sequential gradient-restoration algorithm for solving optimal control problems on a digital computer. Both the single-subarc approach and the multiple-subarc approach are employed. Three test problems characterized by known analytical solutions are solved numerically.It is found that the combination of transformation techniques and sequential gradient-restoration algorithm yields numerical solutions which are quite close to the analytical solutions from the point of view of the minimax performance index. The relative differences between the numerical values and the analytical values of the minimax performance index are of order 10–3 if the single-subarc approach is employed. These relative differences are of order 10–4 or better if the multiple-subarc approach is employed.This research was supported by the National Science Foundation, Grant No. ENG-79-18667, and by Wright-Patterson Air Force Base, Contract No. F33615-80-C3000. This paper is a condensation of the investigations reported in Refs. 1–7. The authors are indebted to E. M. Coker and E. M. Sims for analytical and computational assistance. |
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Keywords: | Minimax problems minimax function minimax function depending on the state minimax function depending on the control optimal control minimax optimal control numerical methods computing methods transformation techniques gradient-restoration algorithms sequential gradient-restoration algorithms |
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