Please use this identifier to cite or link to this item: https://doi.org/10.1007/BF00938950
Title: Convergence of a feasible directions algorithm for relaxed controls in time-lag systems
Authors: Wilson, S.J. 
Wong, K.H.
Keywords: accumulation points
feasible direction methods
linear control constraints
necessary conditions for optimality
nonlinear terminal inequality constraints
Nonlinear time-lag systems
relaxed control problems
relaxed controls
Issue Date: Jun-1987
Citation: Wilson, S.J., Wong, K.H. (1987-06). Convergence of a feasible directions algorithm for relaxed controls in time-lag systems. Journal of Optimization Theory and Applications 53 (3) : 461-474. ScholarBank@NUS Repository. https://doi.org/10.1007/BF00938950
Abstract: In this paper, we consider a class of time-lag optimal control problems involving control and terminal inequality constraints. A feasible direction algorithm has been obtained by Teo, Wong, and Clements for solving this class of optimal control problems. It was shown that any L∞ accumulation points of the sequence of controls generated by the algorithm satisfy a necessary condition for optimality. However, such L∞ accumulation points need not exist. The aim of this paper is to prove a convergence result, which ensures that the sequence of controls generated by the algorithm always has accumulation points in the sense of control measure, and these accumulation points satisfy a necessary condition for optimality for the corresponding relaxed problem. © 1987 Plenum Publishing Corporation.
Source Title: Journal of Optimization Theory and Applications
URI: http://scholarbank.nus.edu.sg/handle/10635/103068
ISSN: 00223239
DOI: 10.1007/BF00938950
Appears in Collections:Staff Publications

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