ON THE CONVERGENCE OF GRADIENT PROJECTION METHODS FOR NON-CONVEX OPTIMAL CONTROL PROBLEMS WITH AFFINE SYSTEM

被引：1

作者：

Djendel, Khelifa ^{[1
]}

Li, Xiaobing ^{[2
]}

Zhang, Haisen ^{[3
]}

Zhou, Zhongcheng ^{[1
]}

机构：

[1] Southwest Univ, Sch Math & Stat, Chongqing 400715, Peoples R China

[2] Chongqing Jiaotong Univ, Coll Sci, Chongqing 400074, Peoples R China

[3] Sichuan Normal Univ, Sch Math Sci, Chengdu 610066, Peoples R China

来源：

JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION | 2024年 / 20卷 / 01期

基金：

中国国家自然科学基金;

关键词：

Gradient Projection Method; optimal control; affine system; convergence rate;

D O I：

10.3934/jimo.2023085

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

. This paper is devoted to study the convergence theory of Gradient Projection Method (briefly GPM) for nonconvex optimal control problems with affine system. We show that if the cost functional is quasi-convex, the iterative sequence of controls of GPM converge strongly to the optimal control. Moreover, under some mild assumptions, we also obtain the linear convergence rate of GPM. Finally, the theoretical results have been demonstrated by some numerical experiments.

引用

页码：439 / 452

页数：14

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