Solving problems in convex optimal control by progressive decoupling in the dynamics.

Rockafellar, R. Tyrrell

Primal and dual problems of optimal control in the format of convex problems of Bolza can simultaneously be solved by a specialized application of the progressive decoupling algorithm by translating them to a linkage problem format. Although explained and justified here only in pure form, the procedure has the unprecedented feature that, in each iteration, the minimization subproblem decomposes into a separate proximal minimization subproblem at each instant of time, along with another proximal minimization concerning a trajectory's initial point and terminal point.

PROBLEM solving; ALGORITHMS

Mathematical Control & Related Fields, 2024, Vol 14, Issue 4, p1

2156-8472

Academic Journal

10.3934/mcrf.2024036