Some Efficient Algorithms for Unconstrained Discrete-time Optimal Control Problems

Some Efficient Algorithms for Unconstrained Discrete-time Optimal Control Problems PDF Author: Aiping Liao
Publisher:
ISBN:
Category : Control theory
Languages : en
Pages : 32

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Some Efficient Algorithms for Unconstrained Discrete-time Optimal Control Problems

Some Efficient Algorithms for Unconstrained Discrete-time Optimal Control Problems PDF Author: Aiping Liao
Publisher:
ISBN:
Category : Control theory
Languages : en
Pages : 32

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Solving Unconstrained Discrete-time Optimal Control Problems Using Trust Region Method

Solving Unconstrained Discrete-time Optimal Control Problems Using Trust Region Method PDF Author: Aiping Liao
Publisher:
ISBN:
Category : Control theory
Languages : en
Pages : 34

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Numerically Efficient Algorithms for Unconstrained and Constrained Differential Dynamic Programming in Discrete-time, Nonlinear Systems

Numerically Efficient Algorithms for Unconstrained and Constrained Differential Dynamic Programming in Discrete-time, Nonlinear Systems PDF Author: Li-zhi Liao
Publisher:
ISBN:
Category :
Languages : en
Pages : 388

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Trust Region Methods

Trust Region Methods PDF Author: A. R. Conn
Publisher: SIAM
ISBN: 0898719852
Category : Mathematics
Languages : en
Pages : 960

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Book Description
This is the first comprehensive reference on trust-region methods, a class of numerical algorithms for the solution of nonlinear convex optimization methods. Its unified treatment covers both unconstrained and constrained problems and reviews a large part of the specialized literature on the subject. It also provides an up-to-date view of numerical optimization.

Algorithms for Continuous Optimization

Algorithms for Continuous Optimization PDF Author: Emilio Goiuseppe Spedicato
Publisher: Springer Science & Business Media
ISBN: 9780792328599
Category : Mathematics
Languages : en
Pages : 596

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Book Description
The NATO Advanced Study Institute on "Algorithms for continuous optimiza tion: the state of the art" was held September 5-18, 1993, at II Ciocco, Barga, Italy. It was attended by 75 students (among them many well known specialists in optimiza tion) from the following countries: Belgium, Brasil, Canada, China, Czech Republic, France, Germany, Greece, Hungary, Italy, Poland, Portugal, Rumania, Spain, Turkey, UK, USA, Venezuela. The lectures were given by 17 well known specialists in the field, from Brasil, China, Germany, Italy, Portugal, Russia, Sweden, UK, USA. Solving continuous optimization problems is a fundamental task in computational mathematics for applications in areas of engineering, economics, chemistry, biology and so on. Most real problems are nonlinear and can be of quite large size. Devel oping efficient algorithms for continuous optimization has been an important field of research in the last 30 years, with much additional impetus provided in the last decade by the availability of very fast and parallel computers. Techniques, like the simplex method, that were already considered fully developed thirty years ago have been thoroughly revised and enormously improved. The aim of this ASI was to present the state of the art in this field. While not all important aspects could be covered in the fifty hours of lectures (for instance multiob jective optimization had to be skipped), we believe that most important topics were presented, many of them by scientists who greatly contributed to their development.

Optimization

Optimization PDF Author: Elijah Polak
Publisher: Springer Science & Business Media
ISBN: 1461206634
Category : Mathematics
Languages : en
Pages : 801

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Book Description
This book deals with optimality conditions, algorithms, and discretization tech niques for nonlinear programming, semi-infinite optimization, and optimal con trol problems. The unifying thread in the presentation consists of an abstract theory, within which optimality conditions are expressed in the form of zeros of optimality junctions, algorithms are characterized by point-to-set iteration maps, and all the numerical approximations required in the solution of semi-infinite optimization and optimal control problems are treated within the context of con sistent approximations and algorithm implementation techniques. Traditionally, necessary optimality conditions for optimization problems are presented in Lagrange, F. John, or Karush-Kuhn-Tucker multiplier forms, with gradients used for smooth problems and subgradients for nonsmooth prob lems. We present these classical optimality conditions and show that they are satisfied at a point if and only if this point is a zero of an upper semicontinuous optimality junction. The use of optimality functions has several advantages. First, optimality functions can be used in an abstract study of optimization algo rithms. Second, many optimization algorithms can be shown to use search directions that are obtained in evaluating optimality functions, thus establishing a clear relationship between optimality conditions and algorithms. Third, estab lishing optimality conditions for highly complex problems, such as optimal con trol problems with control and trajectory constraints, is much easier in terms of optimality functions than in the classical manner. In addition, the relationship between optimality conditions for finite-dimensional problems and semi-infinite optimization and optimal control problems becomes transparent.

Advanced Computing Research Institute

Advanced Computing Research Institute PDF Author: Keshav Pingali
Publisher:
ISBN:
Category : Computer science
Languages : en
Pages : 26

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Automatic Optimization

Automatic Optimization PDF Author: Aiping Liao
Publisher:
ISBN:
Category : Discrete time systems
Languages : en
Pages : 36

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A Parallel Method for Discrete-time Optimal Control Problems

A Parallel Method for Discrete-time Optimal Control Problems PDF Author: Daniel Ralph
Publisher:
ISBN:
Category : Discrete-time systems
Languages : en
Pages : 36

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Calculation of Pseudospectra by the Arnoldi Iteration

Calculation of Pseudospectra by the Arnoldi Iteration PDF Author: Kim Chuan Toh
Publisher:
ISBN:
Category : Hydrodynamics
Languages : en
Pages : 20

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