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A computational method for combined optimal parameter selection and optimal control problems with general constraints

Published online by Cambridge University Press:  17 February 2009

K. L. Teo  and
C. J. Goh
K. L. Teo
Affiliation:
Department of Mathematics, University of Western Australia, Nedlands, Australia.
C. J. Goh
Affiliation:
Department of Industrial & Systems Engineering, National University of Singapore, Kent Ridge, Singapore 0511, Republic of, Singapore.
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Abstract

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In this paper, we consider a class of combined optimal parameter selection and optimal control problems with general constraints. The first aim is to provide a unified approach to the numerical solution of this general class of optimisation problems by using the control parametrisation technique. This approach is supported by some convergence results. The second aim is to show that several different classes of optimal control problems can all be transformed into special cases of the problem considered in this paper. For illustration, four numerical examples are presented.

Type
Research Article
Information
The ANZIAM Journal , Volume 30 , Issue 3 , January 1989 , pp. 350 - 364
Copyright
Copyright © Australian Mathematical Society 1989

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