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On the convergence of the gradient projection method for convex optimal control problems with bang-bang solutions.

Authors :
Preininger, J.
Vuong, P. T.
Source :
Computational Optimization & Applications; May2018, Vol. 70 Issue 1, p221-238, 18p
Publication Year :
2018

Abstract

We revisit the gradient projection method in the framework of nonlinear optimal control problems with bang-bang solutions. We obtain the strong convergence of the iterative sequence of controls and the corresponding trajectories. Moreover, we establish a convergence rate, depending on a constant appearing in the corresponding switching function and prove that this convergence rate estimate is sharp. Some numerical illustrations are reported confirming the theoretical results. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
09266003
Volume :
70
Issue :
1
Database :
Complementary Index
Journal :
Computational Optimization & Applications
Publication Type :
Academic Journal
Accession number :
128734037
Full Text :
https://doi.org/10.1007/s10589-018-9981-6