The Lagrange relaxation method in optimal control problems
type: Item
instance of: scholarly article
title: The Lagrange relaxation method in optimal control problems
zbMATH Open document ID: 0812.49023
author: S. I. Bigil'deyev
author: Yu. F. Golubev
published in: Journal of Computer and Systems Sciences International
publication date: 1994-11-03T00:00:00Z
review text: A normal Bolza optimal control problem is under consideration, i.e., it is assumed that in the Lagrange minimum principle the multiplier corresponding to the functional is nontrivial. The formula for variation of the functional is derived and a gradient-like minimization algorithm is proposed. Each iteration is accompanied with a correction procedure intended to improve control performance in the case when the dimension of the control exceeds the dimension of the state space. The argument is more heuristic than rigorous. However, it is claimed that the proposed algorithm helps to improve considerably performance of the energy saving control for a walking robot model.
Mathematics Subject Classification ID: 49M20
Mathematics Subject Classification ID: 65K10
zbMATH DE Number: 652098
zbMATH Keywords: Lagrange multipliers
zbMATH Keywords: numerical relaxation algorithm
zbMATH Keywords: Bolza optimal control problem
reviewed by: D. B. Silin
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 652098