Modification of the confidence bar algorithm based on approximations of the main diagonal of the Hessian matrix for solving optimal control problems

DOI10.1134/S00051179220100113MaRDI QIDQ2689578

P. S. Sorokovikov, Tatiana S. Zarodnyuk, Alexander Yu. Gornov, Anton S. Anikin

Publication date: 13 March 2023

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

optimal control problemHessian matrixconfidence bar algorithmquasiseparable function

Mathematics Subject Classification ID

Numerical methods in optimal control (49M99)

Uses Software

• BRENT

Cites Work

• Computational and approximate methods of optimal control
• Numerical solution of huge-scale quasiseparable optimization problems
• Recent advances in trust region algorithms
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