Topics in Modern Computational Methods for Optimal Control Problems
Optimal control problems represent an important and interesting family of optimization problems. They differ from other optimization problems in so far as the description of the system to be controlled always involves some dynamics. This part is usually described by a system of differential equations or integral equations or difference equations. Depending on the model the type of differential equations is either ordinary or partial or a combination of both. The special feature about optimal control problems is that they are formulated in a function space, hence in an infinite dimensional space, and that they involve some kind of dynamics.
KeywordsOptimal Control Problem Active Index Superlinear Convergence Trust Region Method Gradient Projection Method
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