A direct method for optimal control problem
A new stochastic algorithm called Probabilistic Global Search Johor (PGSJ) has recently been established for global optimization of nonconvex real valued problems on finite dimensional Euclidean space. In this paper we present convergence guarantee for this algorithm in probabilistic sense without i...
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my.utm.464802017-09-11T07:08:47Z http://eprints.utm.my/id/eprint/46480/ A direct method for optimal control problem Banitalebi, Ahmad Ahmad, Rohanin Abd. Aziz, Mohd. Ismail QA Mathematics A new stochastic algorithm called Probabilistic Global Search Johor (PGSJ) has recently been established for global optimization of nonconvex real valued problems on finite dimensional Euclidean space. In this paper we present convergence guarantee for this algorithm in probabilistic sense without imposing any more condition. Then, we jointly utilize this algorithm along with control parameterization technique for the solution of constrained optimal control problem. The numerical simulations are also included to illustrate the efficiency and effectiveness of the PGSJ algorithm in the solution of control problems. 2012 Article PeerReviewed Banitalebi, Ahmad and Ahmad, Rohanin and Abd. Aziz, Mohd. Ismail (2012) A direct method for optimal control problem. International Journal of Pure and Applied Mathematics, 81 (1). pp. 33-47. ISSN 1311-8080 http://www.ijpam.eu |
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QA Mathematics Banitalebi, Ahmad Ahmad, Rohanin Abd. Aziz, Mohd. Ismail A direct method for optimal control problem |
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A new stochastic algorithm called Probabilistic Global Search Johor (PGSJ) has recently been established for global optimization of nonconvex real valued problems on finite dimensional Euclidean space. In this paper we present convergence guarantee for this algorithm in probabilistic sense without imposing any more condition. Then, we jointly utilize this algorithm along with control parameterization technique for the solution of constrained optimal control problem. The numerical simulations are also included to illustrate the efficiency and effectiveness of the PGSJ algorithm in the solution of control problems. |
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Article |
| author |
Banitalebi, Ahmad Ahmad, Rohanin Abd. Aziz, Mohd. Ismail |
| author_facet |
Banitalebi, Ahmad Ahmad, Rohanin Abd. Aziz, Mohd. Ismail |
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Banitalebi, Ahmad |
| title |
A direct method for optimal control problem |
| title_short |
A direct method for optimal control problem |
| title_full |
A direct method for optimal control problem |
| title_fullStr |
A direct method for optimal control problem |
| title_full_unstemmed |
A direct method for optimal control problem |
| title_sort |
direct method for optimal control problem |
| publishDate |
2012 |
| url |
http://eprints.utm.my/id/eprint/46480/ http://www.ijpam.eu |
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1643652047459844096 |