Convergence of the gradient projection method in optimal control problems

被引：21
|
作者：
M. S. Nikol’skii
机构：
来源：
Computational Mathematics and Modeling | 2007年 / 18卷 / 2期
关键词：
Cauchy Problem; Maximum Principle; Optimal Control Problem; Weak Convergence; Strong Convergence;
D O I：
10.1007/s10598-007-0015-y
中图分类号：
学科分类号：
摘要：
The article examines the convergence of the popular gradient projection method for optimal control problems with fixed time and a free right-hand end point. General conditions are derived that substantiate weak convergence of the sequence of control iterations to the set of extremum controls satisfying Pontryagin’s maximum principle. Under stronger assumptions we prove strong convergence of the sequence in the Banach L1-norm.
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页码：148 / 156
页数：8
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