Convergence of a feasible directions algorithm for relaxed controls in time-lag systems
type: Item
instance of: scholarly article
title: Convergence of a feasible directions algorithm for relaxed controls in time-lag systems
zbMATH Open document ID: 0597.49025
DOI: 10.1007/BF00938950
author: B. George
published in: Journal of Optimization Theory and Applications
publication date: 1987-01-01T00:00:00Z
review text: We consider a class of time-lag optimal control problems involving control and terminal inequality constraints. A feasible direction algorithm has been obtained by \textit{K. L. Teo}, \textit{K. H. Wong}, and \textit{D. J. Clements} [ibid. 46, 295-317 (1985; Zbl 0548.49013)] for solving this class of optimal control problems. It was shown that any \(L_{\infty}\) accumulation points of the sequence of controls generated by the algorithm satisfy a necessary condition for optimality. However, such \(L_{\infty}\) accumulation points need not exist. The aim of this paper is to prove a convergence result, which ensures that the sequence of controls generated by the algorithm always has accumulation points in the sense of control measure, and these accumulation points satisfy a necessary condition for optimality for the corresponding relaxed problem.
Mathematics Subject Classification ID: 90C99
Mathematics Subject Classification ID: 34K35
Mathematics Subject Classification ID: 49K15
Mathematics Subject Classification ID: 65K10
Mathematics Subject Classification ID: 93B40
Mathematics Subject Classification ID: 93C10
Mathematics Subject Classification ID: 93C15
zbMATH DE Number: 3962593
zbMATH Keywords: time-lag optimal control
zbMATH Keywords: control and terminal inequality constraints
zbMATH Keywords: feasible direction algorithm
zbMATH Keywords: accummulation points
zbMATH Keywords: convergence
zbMATH Keywords: relaxed problem
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf00938950
OpenAlex ID: W2062661493
description: scientific article; zbMATH DE number 3962593