On the convergence profile of a discretized scheme for a two-dimensional constrained optimal control problem

Olotu, O.; Olorunsola, SA

doi:10.4314/jonamp.v10i1.40172

Cited by 1 publication

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“…Application of the penalty and multiplier parameters: Applying the penalty function and the multiplier method to (4) by Olotu and and Olorunsola (2006), we have:…”

Section: Generalized Problemmentioning

confidence: 99%

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Imbedding the Multiplier in a Discretized Optimal Control Problem With Real Coefficients Via the Penalty and Multiplier Methods

Olotu¹

2010

Journal of Mathematics and Statistics

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Problem statement: Many earlier schemes, particularly the Function Space Algorithm (FSA) which sidetracks the knowledge of operator, for solving quadratic optimal control problems have been computationally involving and iteratively high. Approach: Though, some of these earlier schemes developed operators consisting of complicated integrals still very difficult to evaluate. Here, objectively, a new scheme, Discretized Continuous Algorithm (DCA), is proposed with developed associated operator consisting of a series of summation replacing the integrals of the earlier schemes, thus enhancing much more feasible results and lower iterations. Results: Methodologically, the new scheme uses the penalty-multiplier method to obtain an unconstrained formulation whose bilinear form expression leads to the construction of operator amenable to the Conjugate Gradient Method (CGM). Conclusion/Recommendations: An hypothetical example is considered and results, tabulated per cycle, are more feasible and less iterative than some of the existing methods

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“…Application of the penalty and multiplier parameters: Applying the penalty function and the multiplier method to (4) by Olotu and and Olorunsola (2006), we have:…”

Section: Generalized Problemmentioning

confidence: 99%

“…Using Euler's scheme (Olotu and and Olorunsola, 2006;Rockafellar, 1974) and simplifying (8), we have the following:…”

Section: Generalized Problemmentioning

confidence: 99%

Imbedding the Multiplier in a Discretized Optimal Control Problem With Real Coefficients Via the Penalty and Multiplier Methods

Olotu¹

2010

Journal of Mathematics and Statistics

View full text Add to dashboard Cite

show abstract

On the convergence profile of a discretized scheme for a two-dimensional constrained optimal control problem

Cited by 1 publication

References 0 publications

Imbedding the Multiplier in a Discretized Optimal Control Problem With Real Coefficients Via the Penalty and Multiplier Methods

Imbedding the Multiplier in a Discretized Optimal Control Problem With Real Coefficients Via the Penalty and Multiplier Methods

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