arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1607.02798math.NAcs.NA
收藏

Gauss点插值法在带约束最优控制中的收敛率

Convergence rate for a Gauss collocation method applied to constrained optimal control

University of Florida(佛罗里达大学);Southern Illinois University Edwardsville(爱德华兹维尔南伊利诺伊大学);University of Louisiana at Lafayette(拉斐特路易斯安那大学)

William W. Hager, Jun Liu, Subhashree Mohapatra, Anil V. Rao, Xiang-Sheng Wang

AI总结:

研究Gauss点插值法在带约束最优控制问题中的局部收敛性,基于强凸性条件,分析最优状态和共轭状态的平方可积导数收敛性,并通过数值例子验证理论严谨性。

摘要:

本文建立了应用于带控制约束最优控制问题的Gauss正交插值法的局部收敛率。若哈密顿量具有强凸性,则理论可保证最优状态和共轭状态具有两个平方可积导数的收敛性。收敛理论基于变分不等式解对2-范数扰动的sup-范数变化稳定性结果,以及Gauss求积点和额外点-1处插值误差的Sobolev空间界。通过数值例子检验了收敛理论的紧致性。

英文摘要:

A local convergence rate is established for a Gauss orthogonal collocation method applied to optimal control problems with control constraints. If the Hamiltonian possesses a strong convexity property, then the theory yields convergence for problems whose optimal state and costate possess two square integrable derivatives. The convergence theory is based on a stability result for the sup-norm change in the solution of a variational inequality relative to a 2-norm perturbation, and on a Sobolev space bound for the error in interpolation at the Gauss quadrature points and the additional point -1. The tightness of the convergence theory is examined using a numerical example.

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。

↑