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