Quadratic Optimal Control Problems: Theory, Analytical Solutions and Numerical Computation with Conjugate Gradient Method and FICO Xpress Mosel - Couverture souple

Afolabi, Ayodeji Sunday; Oyewale, Abdullateef Adedamola

 
9786209151347: Quadratic Optimal Control Problems: Theory, Analytical Solutions and Numerical Computation with Conjugate Gradient Method and FICO Xpress Mosel
Couverture souple
ISBN 10 : 6209151345 ISBN 13 : 9786209151347
Editeur : GlobeEdit, 2025

Synopsis

This book explores quadratic optimal control problems constrained by ordinary differential equations (ODEs), integrating analytical methods with numerical optimization techniques. The analytical approach employs first-order optimality conditions on the Hamiltonian, solved through the fundamental matrix method and Riccati transformations. For numerical computation, discretization is carried out using Simpson’s rule and a fifth-order implicit method, reformulated via the Augmented Lagrangian Method. Solutions are obtained using the Conjugate Gradient Method (CGM) and FICO Xpress Mosel. Comparative analysis shows that while CGM is effective but sensitive to parameter choices, FICO Xpress Mosel offers faster and more reliable convergence, making it a robust tool for solving high-dimensional control problems.

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Éditeur
GlobeEdit
Date d'édition
2025
Langue
anglais
ISBN 10 
6209151345
ISBN 13 
9786209151347
Reliure
Broché
Nombre de pages
80
Coordonnées du fabricant
non disponible
Personne responsable
non disponible