具有箱形约束的确定性最优控制方法

2010 Third International Conference on Intelligent Networks and Intelligent Systems Pub Date : 2010-11-01 DOI:10.1109/ICINIS.2010.37

Jingrui Sun, Li-jun Fu, Zhi-gang Huang, Dong-sheng Wu

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引用次数: 0

摘要

提出了一种求解具有框约束的确定性最优控制问题的新方法。该算法将庞特里亚金极大值原理与投影牛顿法相结合。该方法的主要思想是引入一个次要的控制变量来代替原来的闭集。这种新方法有效地克服了维数的困扰。此外，该算法几乎是超线性收敛的。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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The Method of Deterministic Optimal Control with Box Constraints

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.

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2010 Third International Conference on Intelligent Networks and Intelligent Systems

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