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Constrained optimization problems using multiplier methods

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Abstract

A modified multiplier method for optimization problems with equality constraints is suggested and its application to constrained optimal control problems described. For optimal control problems with free terminal time, a gradient descent technique for updating control functions as well as the terminal time is developed. The modified multiplier method with the simplified conjugate gradient method is used to compute the solution of a time-optimal control problem for a V/STOL aircraft.

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References

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Authors and Affiliations

  1. Department of Engineering and Applied Science, Yale University, New Haven, Connecticut

    S. S. Tripathi (Research Associate) & K. S. Narendra (Professor)

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  1. S. S. Tripathi
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  2. K. S. Narendra
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Communicated by M. R. Hestenes

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Tripathi, S.S., Narendra, K.S. Constrained optimization problems using multiplier methods. J Optim Theory Appl 9, 59–70 (1972). https://doi.org/10.1007/BF00932805

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  • DOI: https://doi.org/10.1007/BF00932805

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