
Accession Number : AD0716546
Title : A Direct Finite Difference Method for Optimal Control Problems.
Descriptive Note : Technical rept.,
Corporate Author : LOUISIANA STATE UNIV BATON ROUGE DEPT OF CHEMICAL ENGINEERING
Personal Author(s) : Fournier,Charles D. ; Groves,Frank R. , Jr
Report Date : SEP 1970
Pagination or Media Count : 75
Abstract : The paper describes an approximate numerical method for solution of optimal control problems. It is called a direct method because it deals directly with the functional to be optimized. The approach is based on the RayleighRitz method for problems in the calculus of variations. It reduces the determination of an optimal control to the solution of a set of simultaneous algebraic equations. Use of a modified Newton algorithm makes it possible to solve these equations rapidly with a relatively small amount of computer memory. The method is illustrated by application to linear and nonlinear problems of optimal operation of chemical reactors. (Author)
Descriptors : (*CONTROL SYSTEMS, MATHEMATICAL MODELS), (*INTEGRALS, *CALCULUS OF VARIATIONS), PARTIAL DIFFERENTIAL EQUATIONS, DIFFERENCE EQUATIONS, APPROXIMATION(MATHEMATICS), MATRICES(MATHEMATICS), NUMERICAL INTEGRATION, NUMERICAL ANALYSIS, OPTIMIZATION, CHEMICAL ENGINEERING
Subject Categories : Theoretical Mathematics
Distribution Statement : APPROVED FOR PUBLIC RELEASE