Iterative aggregation method for constrained optimal control problems

DOI10.1016/0377-0427(92)90207-EzbMath0758.65051OpenAlexW2006461749MaRDI QIDQ1196834

Igor S. Litvinchev

Publication date: 16 January 1993

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-0427(92)90207-e

zbMATH Keywords

decompositionnumerical examplesHilbert spacelarge scale systemsiterative aggregationnonlinear optimal controlconcave programmingKuhn-Tucker conditionsconstrained large-scale optimal control problemsdynamically resource allocation system

Mathematics Subject Classification ID

Convex programming (90C25) Numerical optimization and variational techniques (65K10) Existence theories for optimal control problems involving ordinary differential equations (49J15)

Related Items (1)

A two-level decomposition-aggregation approach for large-scale optimal control problems

Cites Work

• Optimal control of constrained problems by the costate coordination structure
• Sensitivity analysis of optimization problems in Hilbert space with application to optimal control
• Stability of solutions to control constrained nonlinear optimal control problems
• A decomposition procedure for one class of block programming problems
• On the hierarchical algorithms for nonlinear systems with bounded control
• Iterative Aggregation--A New Approach to the Solution of Large-Scale Problems
• Lagrange Duality Theory for Convex Control Problems
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