Gradient Methods in Optimal Control Theory

摘要

In the paper, recent work performed at Rice University on gradient methods in optimal control theory is presented from a unified point of view. The problem considered is that of minimizing a functional with respect to the state x(theta) and the control u(theta) which satisfy a vector differential constraint, a vector initial condition, and a vector final condition. The algorithms presented are two: the sequential gradient-restoration algorithm and the combined gradient-restoration algorithm. (Author)