Computational Experience with the Davidon Method Applied to Optimal Control Problems
- 1 July 1970
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Systems Science and Cybernetics
- Vol. 6 (3) , 240-242
- https://doi.org/10.1109/TSSC.1970.300347
Abstract
The Davidon method as extended by Tripathi and Narendra [1], [2] is applied to optimal control problems with terminal state constraints adjoined to the cost functional as penalty functions. The results of two numerical examples indicate that this algorithm provides an attractive alternative to conjugate gradient algorithms.Keywords
This publication has 3 references indexed in Scilit:
- Variable metric methods of minimisationThe Computer Journal, 1969
- The conjugate gradient method for optimal control problems with bounded control variablesAutomatica, 1968
- The conjugate gradient method for optimal control problemsIEEE Transactions on Automatic Control, 1967