Finite-difference gradients versus error-quadrature gradients in the solution of parameterized optimal control problems

DOI10.1002/oca.4660020207zbMath0468.49022OpenAlexW2131720337MaRDI QIDQ3921760

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Publication date: 1981

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.4660020207

zbMATH Keywords

nonlinear programmingmultiplier methodsLagrangian functionnon-linear programmingcubic spline functionsLagrangian functionsrecursive quadratic programminglarge complex systemsconstrained variable metric methodaircraft trajectory optimizationaircraft trajectory optimization problemerror-quadrature gradientsfinite-difference gradientsforward- difference gradientsparameterized optimal control problems

Mathematics Subject Classification ID

Numerical computation using splines (65D07) Numerical methods involving duality (49M29) Quadratic programming (90C20) Methods of reduced gradient type (90C52) Dynamics of a rigid body and of multibody systems (70E99)

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Cites Work

• A globally convergent method for nonlinear programming
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