A conditional gradient method for a class of time-lag optimal control problems

Abstract In this paper, we consider a class of optimal control problems with discrete time delayed arguments and bounded control region. A computational algorithm for solving this class of time lag optimal control problems is developed by means of the conditional gradient technique. The convergence property of the algorithm is also investigated.

[1]  Control systems with time lags , 1976, The Journal of the Australian Mathematical Society. Series B. Applied Mathematics.

[3]  E. Lee.  Variational problems for systems having delay in the control action , 1968 .

[4]  H. Banks,et al.  Hereditary Control Problems: Numerical Methods Based on Averaging Approximations , 1978 .

[5]  D. Clements,et al.  A computational method for convex optimal control problems involving linear hereditary systems , 1981 .

[6]  L. S. Pontryagin,et al.  Mathematical Theory of Optimal Processes , 1962 .

[7]  Nicolas D. Georganas,et al.  Optimal Initial Data and Control for a Class of Linear Hereditary Systems , 1973, Inf. Control..

[8]  Measurable multifunctions, selectors, and Filippov's implicit functions lemma☆☆☆ , 1969 .

[9]  Optimal control for a class of hereditary systems. , 1970 .

[10]  K. Teo,et al.  Necessary conditions for optimality for control problems with time delays appearing in both state and control variables , 1977 .

[11]  J. M. Murray,et al.  On a computational algorithm for a class of optimal control problems involving discrete time delayed arguments , 1978, The Journal of the Australian Mathematical Society. Series B. Applied Mathematics.

[12]  Avner Friedman.  Optimal control for hereditary processes , 1964 .

[13]  N. Georganas.  Optimization in a class of hereditary systems with direct penalization of the initial data , 1974 .

[14]  A. Halanay.  Optimal Controls for Systems with Time Lag , 1968 .

[15]  N. U. Ahmed,et al.  Existence of Optimal Controls for a Class of Hereditary Systems with Lagging Control , 1974, Inf. Control..

[16]  D. Mayne,et al.  First-order strong variation algorithms for optimal control , 1975 .

[17]  Harvey Thomas Banks,et al.  Necessary Conditions for Control Problems with Variable Time Lags , 1968 .