A discretized algorithm for the solution of a constrained, continuous quadratic control problem

Abstract

Numerical solution techniques such as Function space algorithm (FSA), Extended conjugate gradient method (ECGM) and Imbedding extended conjugate gradient method (MECGM) are common techniques for solving optimal control problems. However, these techniques are computationally expensive and iteratively time consuming. In this paper, a Discretized constrained algorithm (DCA) with an associated operator which replaces the integral features of these techniques by a series of summation is developed. Illustrative examples are presented. The results obtained show that the Discretized constrained algorithm (DCA) is much more accurate and more efficient than some of these techniques, particularly the FSA.



Journal of the Nigerian Association of Mathematical Physics Vol. 8 2004: pp. 295-300