Linearization of a quadratic functional and the projection method of non-local search for extremal controls
Автор: Srochko V.A. , Aksenyushkina E.V.
Журнал: Вестник Бурятского государственного университета. Математика, информатика @vestnik-bsu-maths
Рубрика: Управляемые системы и методы оптимизации
Статья в выпуске: 2, 2025 года.
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The optimal control problem with respect to a linear system with a quadratic functional of general form is considered. Using the matrix Gabasov function, the functional is linearized with respect to phase vari- ables. For the resulting linear problem, the maximum principle technology is applied, which is implemented in the form of a projection method on a set of admissible controls based on nonlocal formulas for the increment of the functional. The method guarantees convergence in the residual of the maximum principle and is the most economical procedure in terms of labor intensity: each improvement in the functional with a quadratic estimate of the decrease is provided by only one Cauchy problem for the phase or adjoint system.
Linear-quadratic problem, linearization of functional, nonlocal increment method
Короткий адрес: https://sciup.org/148331881
IDR: 148331881 | УДК: 517.977 | DOI: 10.18101/2304-5728-2025-2-3-12