Title :
The Method of Deterministic Optimal Control with Box Constraints
Author :
Sun Jin-gen ; Fu Li-jun ; Huang Zhi-gang ; Wu Dong-sheng
Author_Institution :
Sch. of Inf. Sci. & Eng., Shenyang Ligong Univ., Shenyang, China
Abstract :
A new method for deterministic optimal control problems with box constraints would be introduced. The new algorithm is based on the combination of Pontryagin Maximum principle and Projected Newton Method. The main idea of this method is introducing a minor control variable in order an open set instead of the original closed set. This new method has conquered the curse of dimensionality effectively. Moreover, this algorithm is almost super-linear convergent.
Keywords :
Newton method; maximum principle; optimal control; Pontryagin maximum principle; box constraints; deterministic optimal control; projected Newton method; super-linear convergent; Box Constraints; Optimal Control; Pontryagin Maximum Principle; Projected Newton Method;
Conference_Titel :
Intelligent Networks and Intelligent Systems (ICINIS), 2010 3rd International Conference on
Conference_Location :
Shenyang
Print_ISBN :
978-1-4244-8548-2
Electronic_ISBN :
978-0-7695-4249-2
DOI :
10.1109/ICINIS.2010.37
