Strong variation algorithm for minimax control: parallel approach
- 1 January 1990
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- p. 2469-2474 vol.4
- https://doi.org/10.1109/cdc.1990.204068
Abstract
An algorithm for minimax control is described which at every iteration minimizes an appropriately defined Hamiltonian. Its validation lies in the pointwise version of the maximum principle for minimax problems. This minimization problem is solved in a parallel manner. The numerical results of an application of the algorithm are presented. The algorithm can be used for the unilateral problem, provided an exact penalty function is applied.Keywords
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