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- Title
Solving problems in convex optimal control by progressive decoupling in the dynamics.
- Authors
Rockafellar, R. Tyrrell
- Abstract
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.
- Subjects
PROBLEM solving; ALGORITHMS
- Publication
Mathematical Control & Related Fields, 2024, Vol 14, Issue 4, p1
- ISSN
2156-8472
- Publication type
Academic Journal
- DOI
10.3934/mcrf.2024036