Conjugate gradient algorithm for optimal control problems with parameters
Conjugate gradient algorithm for optimal control problems with parameters
复制标题
带参数最优控制问题的共轭梯度算法
作者：
M. Bocek
Lasdon 等人提出了无约束最优控制问题的基本共轭梯度法。在[1]中。 [2] 中考虑了解决不等式约束最优控制问题的罚函数方法，[3, 4] 中描述了解决具有控制输入大小约束的最优控制问题的剪裁技术。与[5]的替代顺序共轭梯度恢复算法相比，所提出的算法更简单且更容易应用。另一方面，[5]的算法不需要使用惩罚函数来处理具有终端约束的最优控制问题。 [6]中的鲁棒共轭梯度算法也可以计算最优控制，但无需参数优化。
The basic conjugate gradient method for unconstrained optimal control problems was proposed by Lasdon et al. in [1]. The penalty function approach to the solution of inequality constrained optimal control problems has been considered in [2] and the clipping-off technique that solves optimal control problems with magnitude constraint on the control inputs is described in [3, 4]. The proposed algorithm is more simple and easier to apply than an alternative sequential conjugate-gradientrestoration algorithm of [5]. On the other hand, the algorithm of [5] need not to use penalty function to deal with optimal control problems with terminal constraints. Also the robust conjugate-gradient algorithm in [6] can compute optimal controls, however without parameter optimization.