arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 1206.0839math.OC
收藏

奇异弧问题的打靶算法

A shooting algorithm for problems with singular arcs

Maria Soledad Aronna, J. Frederic Bonnans, Pierre Martinon

摘要:

本文对一类所有控制变量均为线性的最优控制问题提出了一种打靶算法。在一般情况下,射击系统具有比未知数更多的方程,并且使用高斯-牛顿法来计算射击函数的零点。如果打靶函数的导数在解处是一对一的,则该打靶算法是局部二次收敛的。本文的主要结果是证明当弱最优性的充分条件满足时,后者成立。我们注意到这个条件非常接近于二阶必要条件。对于打靶系统可化为具有相同未知数和方程数的平方系统的情形,我们证明了所述充分条件保证了小扰动下最优解的稳定性和摄动问题打靶函数的雅可比矩阵的可逆性.我们提出的数值试验,验证我们的方法。

英文摘要:

In this article we propose a shooting algorithm for a class of optimal control problems for which all control variables appear linearly. The shooting system has, in the general case, more equations than unknowns and the Gauss-Newton method is used to compute a zero of the shooting function. This shooting algorithm is locally quadratically convergent if the derivative of the shooting function is one-to-one at the solution. The main result of this paper is to show that the latter holds whenever a sufficient condition for weak optimality is satisfied. We note that this condition is very close to a second order necessary condition. For the case when the shooting system can be reduced to one having the same number of unknowns and equations (square system) we prove that the mentioned sufficient condition guarantees the stability of the optimal solution under small perturbations and the invertibility of the Jacobian matrix of the shooting function associated to the perturbed problem. We present numerical tests that validate our method.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑