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Applied and Computational Optimal Control: A Control Parametrization Approach by Kok Lay Teo,Bin Li,Changjun Yu,Volker Rehbock (auth.) is a nonfiction available to read on EtoBox.

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Preface 6 Contents 11 1 Introduction 16 1.1 Optimal Control Problems 16 1.2 Illustrative Examples 17 1.3 Computational Algorithms 27 1.3.1 Dynamic Programming and Iterative Dynamic Programming 28 1.3.2 Leapfrog Algorithm and STC algorithm 28 1.3.3 Control Parametrization 29 1.3.4 Collocation Methods 31 1.3.5 Full Parametrization 32 1.4 Optimal Control Software Packages 33 2 Unconstrained Optimization Techniques 36 2.1 Introduction 36 2.2 Basic Concepts 37 2.3 Gradient Methods 39 2.4 Steepest Descent Method 41 2.5 Newton's Method 42 2.6 Modifications to Newton's Method 43 2.7 Line Search 45 2.8 Conjugate Gradient Methods 46 2.8.1 Convergence of the Conjugate Gradient Methods 55 2.9 Quasi-Newton Methods 56 2.9.1 Approximation of the Inverse G-1 57 2.9.2 Rank Two Correction 58 2.9.3 BFGS Update Formula 63 3 Constrained Mathematical Programming 69 3.1 Introduction 69 3.2 Quadratic Programming with Linear Equality Constraints 72 3.3 Quadratic programming via Active Set Strategy 76 3.4 Constrained Quasi-Newton Method 81 3.5 Sequential Quadratic Programming Algorithm 83 4 Optimization Problems Subject to Continuous Inequality Constraints 93 4.1 Introduction 93 4.2 Constraint Transcription

Who reads Applied and Computational Optimal Control: A Control Parametrization Approach?

Author

Kok Lay Teo,Bin Li,Changjun Yu,Volker Rehbock (auth.)

Publisher

Springer

Published

2021

Language

EN

Category

nonfiction