Title :
Constrained Optimization in Banach Space and a Generalized Dual Quasi-Newton Algorithm for State-Constrained Optimal Control Problems
Author :
Shimizu, Kiyotaka ; Ito, Satoshi
Author_Institution :
Faculty of Science and Technology, Keio University, Hiyoshi, Kohoku-ku, Yokohama 223, Japan
Abstract :
We study the modified Newton method for constrained optimization in Banach space, and generalize the dual quasi-Newton algorithm to Hilbert space. A new algorithm for solving state-constrained optimal control problems is proposed by applying the generalized dual quasi-Newton method.
Keywords :
Constraint optimization; Equations; Hilbert space; Indium tin oxide; Iterative algorithms; Iterative methods; Newton method; Optimal control; Quadratic programming; Space technology;
Conference_Titel :
American Control Conference, 1991
Conference_Location :
Boston, MA, USA
Print_ISBN :
0-87942-565-2