Abstract:
In a Hilbert space we consider the linear boundary value problem of optimal control based on the linear dynamics and the terminal linear programming problem at the right end of the time interval. There is provided a saddle-point method to solve it. Convergence of the method is proved.
Keywords:
Linear programming, Optimal control, Boundary value problems, Methods for solving problems, Convergence, Stability.
This work was supported by the Russian Foundation for Basic Research (project no. 15-01-06045-a),
and the Program for Support of Leading Scientific Schools (project no. NSh-4640.2014.1.)
Bibliographic databases:
Document Type:
Article
Language: English
Citation:
Anatoly S. Antipin, Elena V. Khoroshilova, “Linear programming and dynamics”, Ural Math. J., 1:1 (2015), 3–19
This publication is cited in the following 11 articles:
A. S. Antipin, E. V. Khoroshilova, “Synthesis of a Regulator for a Linear-Quadratic Optimal Control Problem”, Comput. Math. and Math. Phys., 64:9 (2024), 1921
Anatoly Antipin, Elena Khoroshilova, Lecture Notes in Computer Science, 13781, Optimization and Applications, 2022, 108
Anatoly Antipin, Elena Khoroshilova, Lecture Notes in Computer Science, 13078, Optimization and Applications, 2021, 151
A. S. Antipin, E. V. Khoroshilova, “Dynamics, phase constraints, and linear programming”, Comput. Math. Math. Phys., 60:2 (2020), 184–202
Anatoly Antipin, Elena Khoroshilova, Lecture Notes in Computer Science, 12422, Optimization and Applications, 2020, 17
Anatoly Antipin, Elena Khoroshilova, “Controlled dynamic model with boundary-value problem of minimizing a sensitivity function”, Optim Lett, 13:3 (2019), 451
A. S. Antipin, E. V. Khoroshilova, “Feedback synthesis for a terminal control problem”, Comput. Math. Math. Phys., 58:12 (2018), 1903–1918
Elena Khoroshilova, 2017 Constructive Nonsmooth Analysis and Related Topics (dedicated to the memory of V.F. Demyanov) (CNSA), 2017, 1
Anatoly Antipin, 2017 Constructive Nonsmooth Analysis and Related Topics (dedicated to the memory of V.F. Demyanov) (CNSA), 2017, 1
Mikhail I. Gusev, Igor V. Zykov, “A numerical method for solving linear-quadratic control problems with constraints”, Ural Math. J., 2:2 (2016), 108–116
Anatoly Antipin, Elena Khoroshilova, “Saddle point approach to solving problem of optimal control with fixed ends”, J Glob Optim, 65:1 (2016), 3