Accession Number : AD0655735

Title :   COMPUTATIONAL ALGORITHMS IN OPTIMAL CONTROL,

Corporate Author : GRUMMAN AIRCRAFT ENGINEERING CORP BETHPAGE N Y RESEARCH DEPT

Personal Author(s) : Kopp,Richard E.

Report Date : MAR 1967

Pagination or Media Count : 16

Abstract : Concepts fundamental to many numerical optimization techniques are reviewed in order that some of the different methods currently being used can be viewed from a unified approach. The similarities between the ordinary minimum problem and the variational problem are emphasized as is the role that the Lagrange multipliers play in constrained optimization problems. Some of the more recent conjugate gradient methods which appear promising are also discussed. This paper should complement the previous paper by Prof. Bryson in which applications of optimal control are discussed. Any discussion of Dynamic Programming has been deliberately avoided as this is the subject of the last paper on this program by Dr. Larson. (Author)

Descriptors :   (*OPTIMIZATION, CONTROL), (*TRAJECTORIES, OPTIMIZATION), NUMERICAL ANALYSIS, DIFFERENTIAL EQUATIONS, PERTURBATION THEORY, INEQUALITIES, ITERATIONS, MATHEMATICAL ANALYSIS, ALGORITHMS

Subject Categories : Theoretical Mathematics
      Armor

Distribution Statement : APPROVED FOR PUBLIC RELEASE