ITERATIVE AGGREGATION METHOD FOR CONSTRAINED OPTIMAL-CONTROL PROBLEMS

被引：3

作者：

LITVINCHEV, IS ^{[1
]}

机构：

[1] ACAD SCI USSR,CTR COMP,MOSCOW 117967,USSR

来源：

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 1992年 / 39卷 / 03期

关键词：

CONSTRAINED OPTIMAL CONTROL; AGGREGATION; DECOMPOSITION; 1ST-ORDER METHODS;

D O I：

10.1016/0377-0427(92)90207-E

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A two-level iterative algorithm, based on aggregation-disaggregation ideas, is proposed for the solution of large-scale optimal control problems. A linear aggregation of the controls is used and a linear disaggregation is iteratively adjusted in order to get the disaggregated control optimal for the original problem. It is shown that the problem of updating the disaggregation in each iteration decomposes in some cases into dependent subproblems of lower dimension. Numerical examples are presented.

引用

页码：315 / 328

页数：14

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