A method for solving a quadratic optimal control problem |
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| Authors: | Russell D. Rupp |
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| Affiliation: | (1) Department of Mathematics, University of California at Los Angeles, Los Angeles, California;(2) Present address: Department of Mathematics, State University of New York, Albany, New York |
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| Abstract: | Hestenes' method of multipliers is used to approximate a quadratic optimal control problem. The global existence of a family of unconstrained problems is established. Given an initial estimate of the Lagrange multipliers, a convergent sequence of arcs is generated. They are minimizing with respect to members of the above family, and their limit is the solution to the original differentially constrained problem.The preparation of this paper was sponsored in part by the U.S. Army Research Office under Grant No. DA-31-124-ARO(D)-355. |
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