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A control parametrization algorithm for optimal control problems involving linear systems and linear 1
Authors:KL Teo  RS Womersley
Abstract:Computational schemes based on control parametrization techniques are known to be very efficient for solving optimal control problems. However, the convergence result is only available for the case in which the dynamic system is linear and without the terminal equality and inequality constraints. This paper is to improve this convergence result by allowing the presence of the linear terminal inequality. For illustration, an example arising in the study of optimally one-sided heating of a metal slab in a furnace is considered.
Keywords:Optimal Control Problems  Linear Systems  Linear Terminal Inequality Constraints  Control Parametrization Algorithm  Convergence of Algorithm  
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