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 Rayleigh-Ritz 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