Accession Number : AD0696227

Title :   A GRADIENT METHOD OF SOLVING ONE CLASS OF OPTIMAL CONTROL PROBLEMS,

Corporate Author : FOREIGN TECHNOLOGY DIV WRIGHT-PATTERSON AFB OHIO

Personal Author(s) : Vasilev,O. V.

Report Date : 25 AUG 1969

Pagination or Media Count : 18

Abstract : The article deals with the problem of minimizing the mean-square value of a part of the components of the final state of an object whose motion is described by a linear system of ordinary differential equations with initial conditions. The problem is solved under the condition that the remaining components of the final state of the object go through a specified point manifold. By making use several premises of functional analysis, and extending a method first described by R. Gabasov and F. M. Kirillova, the problem is reduced to that of determining the maximum of a certain convex function of a finite number of variables, which play the role of the initial values of the vector of a conjugate system. The search is carried out by a gradient method which is analogous in a certain sense with the method of steepest ascent. (Author)

Descriptors :   (*CONTROL SYSTEMS, FUNCTIONAL ANALYSIS), DIFFERENTIAL EQUATIONS, STEEPEST DESCENT METHOD, LINEAR SYSTEMS, TOPOLOGY, OPTIMIZATION, USSR

Subject Categories : Theoretical Mathematics
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Distribution Statement : APPROVED FOR PUBLIC RELEASE