首页> 外文会议>International Conference on Computational Science and Its Applications(ICCSA 2004) pt.2; 20040514-20040517; Assisi; IT >Numerical Methods Based on Gaussian Quadrature and Continuous Runge-Kutta Integration for Optimal Control Problems
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Numerical Methods Based on Gaussian Quadrature and Continuous Runge-Kutta Integration for Optimal Control Problems

机译:基于高斯正交和连续Runge-Kutta积分的最优控制问题数值方法

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摘要

This paper provides a numerical approach for solving optimal control problems governed by ordinary differential equations. Continuous extension of an explicit, fixed step-size Runge-Kutta scheme is used in order to approximate state variables; moreover, the objective function is discretized by means of Gaussian quadrature rules. The resulting scheme represents a nonlinear programming problem, which can be solved by optimization algorithms. With the aim to test the proposed method, it is applied to different problems.
机译:本文提供了一种数值方法来解决由常微分方程控制的最优控制问题。为了近似状态变量,使用了显式,固定步长的Runge-Kutta方案的连续扩展。此外,目标函数通过高斯正交规则离散化。所得方案表示一个非线性规划问题,可以通过优化算法来解决。为了测试所提出的方法,将其应用于不同的问题。

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