Mesh adaptive multiple shooting for partial differential equations. Part I: linear quadratic optimal control problems

2009 ◽  
Vol 17 (3) ◽  
Author(s):  
H. K. Hesse ◽  
G. Kanschat
Keyword(s):  
Optimal Control ◽  
Partial Differential Equations ◽  
Differential Equations ◽  
Optimal Control Problems ◽  
Multiple Shooting ◽  
Control Problems ◽  
Linear Quadratic ◽  
Partial Differential ◽  
Linear Quadratic Optimal Control ◽  
Quadratic Optimal Control

scholarly journals A gradient technique for an optimal control problem governed by a system of nonlinear first order partial differential equations

1995 ◽  
Vol 36 (3) ◽  
pp. 261-273 ◽  
Author(s):  
Mohammad A. Kazemi
Keyword(s):  
Optimal Control ◽  
Partial Differential Equations ◽  
Differential Equations ◽  
Optimal Control Problems ◽  
Fréchet Derivative ◽  
Necessary Condition ◽  
Control Problems ◽  
Partial Differential ◽  
Frechet Derivative ◽  
First Order

AbstractIn this paper a class of optimal control problems with distributed parameters is considered. The governing equations are nonlinear first order partial differential equations that arise in the study of heterogeneous reactors and control of chemical processes. The main focus of the present paper is the mathematical theory underlying the algorithm. A conditional gradient method is used to devise an algorithm for solving such optimal control problems. A formula for the Fréchet derivative of the objective function is obtained, and its properties are studied. A necessary condition for optimality in terms of the Fréchet derivative is presented, and then it is shown that any accumulation point of the sequence of admissible controls generated by the algorithm satisfies this necessary condition for optimality.

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