An Efficient Trust Region Method for Unconstrained Discrete-time Optimal Control Problems

An Efficient Trust Region Method for Unconstrained Discrete-time Optimal Control Problems PDF Author: Thomas Frederick Coleman
Publisher:
ISBN:
Category : Control theory
Languages : en
Pages : 36

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An Efficient Trust Region Method for Unconstrained Discrete-time Optimal Control Problems

An Efficient Trust Region Method for Unconstrained Discrete-time Optimal Control Problems PDF Author: Thomas Frederick Coleman
Publisher:
ISBN:
Category : Control theory
Languages : en
Pages : 36

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Book Description


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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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.

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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Numerical Methods for Optimal Control Problems with State Constraints

Numerical Methods for Optimal Control Problems with State Constraints PDF Author: Radoslaw Pytlak
Publisher: Springer
ISBN: 3540486623
Category : Science
Languages : en
Pages : 224

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Book Description
While optimality conditions for optimal control problems with state constraints have been extensively investigated in the literature the results pertaining to numerical methods are relatively scarce. This book fills the gap by providing a family of new methods. Among others, a novel convergence analysis of optimal control algorithms is introduced. The analysis refers to the topology of relaxed controls only to a limited degree and makes little use of Lagrange multipliers corresponding to state constraints. This approach enables the author to provide global convergence analysis of first order and superlinearly convergent second order methods. Further, the implementation aspects of the methods developed in the book are presented and discussed. The results concerning ordinary differential equations are then extended to control problems described by differential-algebraic equations in a comprehensive way for the first time in the literature.

Informatics in Control, Automation and Robotics I

Informatics in Control, Automation and Robotics I PDF Author: José Braz
Publisher: Springer Science & Business Media
ISBN: 1402045433
Category : Computers
Languages : en
Pages : 289

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Book Description
This is a collection of papers presented at the 1st International Conference on Informatics in Control, Automation and Robotics (ICINCO). The papers focus on real world applications, covering three main themes: Intelligent Control Systems, Optimization, Robotics and Automation, Signal Processing, Systems Modeling and Control. The book will interest professionals in the areas of control and robotics.

Informatics in Control, Automation and Robotics II

Informatics in Control, Automation and Robotics II PDF Author: Joaquim Filipe
Publisher: Springer Science & Business Media
ISBN: 1402056265
Category : Computers
Languages : en
Pages : 240

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Book Description
This book is a collection of the best papers presented at the 2nd International Conference on Informatics in Control, Automation and Robotics (ICINCO). ICINCO brought together researchers, engineers and practitioners interested in the application of informatics to Control, Automation and Robotics. The research papers focused on real world applications, covering three main themes: Intelligent Control Systems, Optimization, Robotics and Automation and Signal Processing, Systems Modeling and Control.

Trust Region Methods

Trust Region Methods PDF Author: A. R. Conn
Publisher: SIAM
ISBN: 0898714605
Category : Mathematics
Languages : en
Pages : 960

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Book Description
Mathematics of Computing -- General.

Automatic Differentiation in MATLAB Using ADMAT with Applications

Automatic Differentiation in MATLAB Using ADMAT with Applications PDF Author: Thomas F. Coleman
Publisher: SIAM
ISBN: 1611974356
Category : Science
Languages : en
Pages : 114

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Book Description
The calculation of partial derivatives is a fundamental need in scientific computing. Automatic differentiation (AD) can be applied straightforwardly to obtain all necessary partial derivatives (usually first and, possibly, second derivatives) regardless of a code?s complexity. However, the space and time efficiency of AD can be dramatically improved?sometimes transforming a problem from intractable to highly feasible?if inherent problem structure is used to apply AD in a judicious manner. Automatic Differentiation in MATLAB using ADMAT with Applications discusses the efficient use of AD to solve real problems, especially multidimensional zero-finding and optimization, in the MATLAB environment. This book is concerned with the determination of the first and second derivatives in the context of solving scientific computing problems with an emphasis on optimization and solutions to nonlinear systems. The authors focus on the application rather than the implementation of AD, solve real nonlinear problems with high performance by exploiting the problem structure in the application of AD, and provide many easy to understand applications, examples, and MATLAB templates.

Algorithms for Continuous Optimization

Algorithms for Continuous Optimization PDF Author: E. Spedicato
Publisher: Springer Science & Business Media
ISBN: 9400903693
Category : Mathematics
Languages : en
Pages : 572

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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.