Dynamic optimization problems with bounded terminal conditions
type: Item
instance of: scholarly article
title: Dynamic optimization problems with bounded terminal conditions
zbMATH Open document ID: 0591.90078
DOI: 10.1007/BF00938469
author: B. George
published in: Journal of Optimization Theory and Applications
publication date: 1987-01-01T00:00:00Z
review text: Bounded terminal conditions of nonlinear optimization problems are converted to equality terminal conditions via the Valentine's device. In so doing, additional unknown parameters are introduced into the problem. The transformed problems can still be easily solved using the sequential gradient-restoration algorithm via a simple augmentation of the unknown parameter vector \(\pi\). Three example problems with bounded terminal conditions are solved to verify this technique.
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C39
Mathematics Subject Classification ID: 49M37
zbMATH DE Number: 3950221
zbMATH Keywords: Valentine's device
zbMATH Keywords: bounded terminal conditions
zbMATH Keywords: nonlinear optimization
zbMATH Keywords: equality terminal conditions
zbMATH Keywords: transformed problems
zbMATH Keywords: sequential gradient restoration algorithm
MaRDI profile type: Publication
cites work: Optimal landing of a helicopter in autorotation
cites work: Sequential gradient-restoration algorithm for optimal control problems with nondifferential constraints
cites work: Q5593460
description: scientific article; zbMATH DE number 3950221