Solving Unconstrained Discrete-time Optimal Control Problems Using Trust Region Method |
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Page 1
... unconstrained discrete - time optimal control ( DTOC ) problems , is con- sidered . Although the trust region algorithms developed in [ 4 ] and [ 13 ] are very economical they lack the ability to handle the so - called hard case . In ...
... unconstrained discrete - time optimal control ( DTOC ) problems , is con- sidered . Although the trust region algorithms developed in [ 4 ] and [ 13 ] are very economical they lack the ability to handle the so - called hard case . In ...
Page 2
... unconstrained discrete - time optimal control problem , ( P ) V - 1 min F : = ΣN¡1 L¡ ( Yi , X ; ) + LN ( YN ) · - Yi + 1 = Ti ( Yi , T ; ) , i = 1 , ... , N − 1 ນາ = $ 1 . The vectors y ; € R " , i = 1 , .. ¤¡ € R * • , i = 1 ...
... unconstrained discrete - time optimal control problem , ( P ) V - 1 min F : = ΣN¡1 L¡ ( Yi , X ; ) + LN ( YN ) · - Yi + 1 = Ti ( Yi , T ; ) , i = 1 , ... , N − 1 ນາ = $ 1 . The vectors y ; € R " , i = 1 , .. ¤¡ € R * • , i = 1 ...
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... unconstrained discrete - time optimal control problems . Technical Report ctc93tr159 , Advanced Computing Re- search Institute , Cornell University , 1993 . [ 14 ] A. Liao . Automatic optimization . Technical Report 94-4 , Cornell ...
... unconstrained discrete - time optimal control problems . Technical Report ctc93tr159 , Advanced Computing Re- search Institute , Cornell University , 1993 . [ 14 ] A. Liao . Automatic optimization . Technical Report 94-4 , Cornell ...
Common terms and phrases
Advanced Computing Research Algorithm I Algorithm Algorithm subP Applying Algorithm approximate solution barrier function C-L Algorithm c₁ calculating the Newton Coleman and Liao Computing Research Institute constrained DTOC problem Cornell Theory Center CORNELL UNIVERSITY discrete-time optimal control eigenvalue eigenvector Əyi Fadil Santosa finite many iterations H is positive H-¹g H+ XI H₁ H₂ Hessian identity matrix inverse power method Iter Iter(Feva iteration of Algorithm j-th component Lemma Li)z Liao 13 limit point line searches LN(YN matrix method for solving Moré 16 Moré and Sorensen Newton's method number of iterations Numerical results optimal control problems Pantoja's procedure positive definite positive semidefinite pure trust region quadratic results for problem satisfies solution of subP Solve subP solving the trust Sorensen 17 Ti(Yi Ti)y Ti)z total number trust region algorithms trust region method trust region subproblem unconstrained discrete-time optimal update vector Wei Yuan y₁ Yi+1 Yuying λ₁ მე