Showing papers on "Continuous optimization published in 1969"

Discrete Approximations to Continuous Optimal Control Problems

Abstract: It is demonstrated that if P is a continuous optimal control problem whose system of differential equations is linear in the control and the state variables, and whose control and state variable constraint sets are convex, a direct method of determining an optimal solution of P exists. It is demonstrated that such a “continuous” problem can be replaced by a sequence of finite-dimensional, “discrete” optimization problems in which the control and state variable constraints are treated directly. The approximation obtained relates the respective optimal solutions.

Trajectory optimization using regularized variables.

Abstract: Regularized equations for a particular optimal trajectory are compared with unregularized equations with respect to computational characteristics, using perturbation type numerical optimization. In the case of the three dimensional, low thrust, Earth-Jupiter rendezvous, the regularized equations yield a significant reduction in computer time.

Second-variation methods in dynamic optimization

Abstract: An entire class of rapid-convergence algorithms, called second-variation methods, is developed for the solution of dynamic optimization problems. Several well-known numerical optimization techniques included in this class are developed from a unified point of view. The generalized Riccati transformation can be applied in conjunction with any second-variation method. This fact is demonstrated for the Newton-Raphson or quasilinearization technique.

System modeling and structure optimization using hybrid computer techniques

Abstract: Automated modeling and structure optimization of linear dynamic systems and circuits, using hybrid computer techniques and time-domain test data