Comparison of gradient-restoration algorithms for optimal control problems with nondifferential constraints and general boundary conditions
Master of Science
The problem considered here involves a functional I subject to differential constraints, nondifferential constraints, and general boundary conditions. It consists of finding the state x(t), control u(t), and parameter $\pi$ so that the functional I is minimized, while the differential constraints, nondifferential constraints, and boundary conditions are satisfied to a predetermined accuracy. Here, I is a scalar, x an n-vector, u an m-vector, and $\pi$ a p-vector. Four types of gradient-restoration algorithms are considered, and their relative efficiency in terms of the number of iterations for convergence and CPU time is evaluated. The algorithms considered are as follows: sequential gradient-restoration algorithm, complete restoration (SGRA-CR); sequential gradient-restoration algorithm, incomplete restoration (SGRA-IR); combined gradient-restoration algorithm, no restoration (CGRA-NR); and combined gradient-restoration algorithm, incomplete restoration (CGRA-IR).