Modification of the Confidence Bar Algorithm Based on Approximations of the Main Diagonal of the Hessian Matrix for Solving Optimal Control Problems

The paper proposes an approach to the study of the standard optimal control problem based on the use of reduction to a finite-dimensional optimization problem with subsequent use of approximation of the main diagonal of the Hessian. The results of computational experiments on solving auxiliary optim...

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Bibliographic Details
Published inAutomation and remote control Vol. 83; no. 10; pp. 1590 - 1599
Main Authors Gornov, A. Yu, Anikin, A. S., Zarodnyuk, T. S., Sorokovikov, P. S.
Format Journal Article
LanguageEnglish
Published Moscow Pleiades Publishing 01.10.2022
Springer Nature B.V
Subjects
Algorithms
Approximation
CAE) and Design
Calculus of Variations and Optimal Control; Optimization
Computer-Aided Engineering (CAD
Control
Hessian matrices
Mathematics
Mathematics and Statistics
Mechanical Engineering
Mechatronics
Optimal control
Optimization
Robotics
Systems Theory
Thematic Issue
quasiseparable function
optimal control problem
confidence bar algorithm
Hessian matrix
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ISSN0005-1179
1608-3032
DOI10.1134/S00051179220100113

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Summary:The paper proposes an approach to the study of the standard optimal control problem based on the use of reduction to a finite-dimensional optimization problem with subsequent use of approximation of the main diagonal of the Hessian. The results of computational experiments on solving auxiliary optimization problems for separable, quasiseparable, and Rosenbrock–Skokov functions are presented.
Bibliography:ObjectType-Article-1
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ISSN:0005-1179
1608-3032
DOI:10.1134/S00051179220100113