The application of optimal control methodology to nonlinear programming problems

DOI10.1007/BF01584253zbMath0476.90063MaRDI QIDQ3932601

Sidney Yakowitz, Daniel M. Murray

Publication date: 1981

Published in: Mathematical Programming (Search for Journal in Brave)

zbMATH Keywords

unconstrained optimizationoptimal control problemtest problemslarge-scale problemsdiscrete optimal controldifferential dynamic programmingextended Rosenbrock functionstagewise decomposition

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Dynamic programming in optimal control and differential games (49L20) Numerical methods based on nonlinear programming (49M37) Discrete-time control/observation systems (93C55) Dynamic programming (90C39)

Related Items (8)

A quasi-Newton differential dynamic programming algorithm for discrete- time optimal control ⋮ Efficient sequential quadratic programming implementations for equality-constrained discrete-time optimal control ⋮ Convergence rate analysis of the state increment dynamic programming method ⋮ Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems ⋮ An efficient trust region method for unconstrained discrete-time optimal control problems ⋮ Engineering applications of discrete time optimal control ⋮ Computational aspects of discrete-time optimal control ⋮ Differential dynamic programming and Newton's method for discrete optimal control problems

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