Accession Number : AD0767552
Title : A Generalized Gradient in Optimal Control.
Descriptive Note : Research rept.,
Corporate Author : CALIFORNIA UNIV BERKELEY OPERATIONS RESEARCH CENTER
Personal Author(s) : Barnett,David D.
Report Date : JUL 1973
Pagination or Media Count : 93
Abstract : Gradient methods or methods of steepest descent in control-space have been found to be quite useful for the numerical solution of a large class of problems in optimal control. However, there is a large class of problems for which these methods have not been successful. To deal with this larger class of problems, a generalized gradient method is proposed. The convergence rate of this method is analyzed for a certain class of problems and the analysis is verified numerically. The analysis is then used to suggest improvements in the basic algorithm. (Author)
Descriptors : (*ADAPTIVE CONTROL SYSTEMS, MATHEMATICAL MODELS), DYNAMIC PROGRAMMING, EQUATIONS OF MOTION, PARTIAL DIFFERENTIAL EQUATIONS, STEEPEST DESCENT METHOD, MATRICES(MATHEMATICS), ITERATIONS, DIGITAL COMPUTERS, OPTIMIZATION, THESES
Subject Categories : Theoretical Mathematics
Distribution Statement : APPROVED FOR PUBLIC RELEASE