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Neighbouring extremals of dynamic optimization problems with parameter variations
Author(s) -
Lee A. Y.,
Bryson A. E.
Publication year - 1989
Publication title -
optimal control applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.458
H-Index - 44
eISSN - 1099-1514
pISSN - 0143-2087
DOI - 10.1002/oca.4660100104
Subject(s) - mathematics , mathematical optimization , vector optimization , optimization problem , boundary value problem , path (computing) , point (geometry) , boundary (topology) , computer science , mathematical analysis , multi swarm optimization , geometry , programming language
Neighbouring extremals of dynamic optimization problems with a known parameter vector θ and an unknown parameter vector π are considered in this paper. The parameter vector π and the control are to be optimally determined to minimize a cost functional with a given θ. With some simplifications, the neighbouring extremal problem is reduced to one of solving a linear, time‐varying, two‐point boundary value problem with integral path equality constraints. A modified backward sweep method is used to solve this problem. Example problems are solved to illustrate the validity and usefulness of the solution technique.