Algorithms for the solution of problems in optimal control dynamic systems. (Russian. English summary) Zbl 0542.49018
The terminal control problem for linear systems having phase trajectory controlled jumps is considered. The controls are piecewise constant functions. Direct and dual exact algorithms are suggested based on a general approach developed earlier for linear programming problems by R. Gabasov and F. M. Kirillova [”Linear programming methods. Part 3. Special problems” (1980; Zbl 0484.90067)]. The algorithms consist of 3 procedures: control change, support change and sorting, the latter of them ensures finiteness of the algorithm.
Reviewer: V.Panasyuk
MSC:
49M99 | Numerical methods in optimal control |
49K30 | Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) |
90C05 | Linear programming |
65K10 | Numerical optimization and variational techniques |
93B40 | Computational methods in systems theory (MSC2010) |
93C05 | Linear systems in control theory |
93C15 | Control/observation systems governed by ordinary differential equations |