Zeitschriftenartikel:
J. Preininger, V. Phan:
"On the Convergence of the Gradient Projection Method for Optimal Control Problems with Bang-Bang Solutions";
Research Reports (Vienna University of Technology, Institute of Statistics and Mathematical Methods in Economics, Operations Research and Control Systems),
2017-10
(2017),
17 S.
Kurzfassung englisch:
We revisit the gradient projection method in the framework of nonlinear optimal control problems with bang-bang solutions. We obtain the strong convergence of the iterative sequence of controls and the corresponding trajectories. Moreover, we establish a convergence rate, depending on a constant appearing in the corresponding switching function and prove that this convergence rate estimate is sharp. Some numerical illustrations are reported confirming the theoretical results.
Schlagworte:
Gradient projection method, Strong convergence, Convergence rate, Optimal control, Bang-bang contro
Elektronische Version der Publikation:
http://publik.tuwien.ac.at/files/publik_263094.pdf
Erstellt aus der Publikationsdatenbank der Technischen Universität Wien.