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An iterative procedure for solving convex optimal control problems

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1 Author(s)
Barnes, E. ; IBM T.J. Watson Research Center, Yorktown Heights, NY, USA

A doubly iterative procedure for computing optimal controls in linear systems with convex cost functionals is presented. The procedure is based on an algorithm due to Gilbert [3] for minimizing a quadratic form on a convex set. Each step of the procedure makes use of an algorithm due to Neustadt and Paiewonsky [1] to solve a strictly linear optimal control problem.

Published in:

Automatic Control, IEEE Transactions on  (Volume:15 ,  Issue: 4 )