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http://elar.urfu.ru/handle/10995/93157
Title: | A Numerical Method for Solving Linear–Quadratic Control Problems with Constraints |
Authors: | Gusev, M. I. Zykov, I. V. |
Issue Date: | 2016 |
Publisher: | N.N. Krasovskii Institute of Mathematics and Mechanics of the Ural Branch of Russian Academy of Sciences Ural Federal University named after the first President of Russia B.N. Yeltsin |
Citation: | Gusev M. I. A Numerical Method for Solving Linear–Quadratic Control Problems with Constraints / M. I. Gusev, I. V. Zykov. — DOI 10.15826/umj.2016.2.009. — Text : electronic // Ural Mathematical Journal. — 2016. — Volume 2. — № 2. — P. 108-116. |
Abstract: | The paper is devoted to the optimal control problem for a linear system with integrally constrained control function. We study the problem of minimization of a linear terminal cost with terminal constraints given by a set of linear inequalities. For the solution of this problem we propose two-stage numerical algorithm, which is based on construction of the reachable set of the system. At the first stage we find a solution to finite–dimensional optimization problem with a linear objective function and linear and quadratic constraints. At the second stage we solve a standard linear–quadratic control problem, which admits a simple and effective solution. |
Keywords: | OPTIMAL CONTROL REACHABLE SET INTEGRAL CONSTRAINTS CONVEX PROGRAMMING SEMI-INFINITE LINEAR PROGRAMMING |
URI: | http://elar.urfu.ru/handle/10995/93157 |
Access: | Creative Commons Attribution License |
License text: | https://creativecommons.org/licenses/by/4.0/ |
ISSN: | 2414-3952 |
DOI: | 10.15826/umj.2016.2.009 |
metadata.dc.description.sponsorship: | The research is supported by Russian Science Foundation, project no. 16–11–10146. |
RSCF project card: | 16-11-10146 |
Origin: | Ural Mathematical Journal. 2016. Volume 2. № 2 |
Appears in Collections: | Ural Mathematical Journal |
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