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Goal Programming, Method of Weighted Residuals, and Optimal Control Problems

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1 Author(s)
Ng, K.Y.K. ; Operational Research and Analysis Establishment, Department of National Defense, Ottawa, ON, Canada and the Faculty of Administration, University of Ottawa, 275 Nicholas Street, Ottawa, ON, Canada K1N 6N5

The feasibility of utilizing goal programming, a management science originated technique, in solving optimal control problems is investigated. The basic idea is to recast the problem in a pre-emptive goal programming model via the use of hard and soft constraints (or stiff and weak springs) in linear programming (or mechanics). It is found that the goal programming technique for solving the optimal control problem is fundamentally more general than the method of weighted residuals. An example is included to illustrate the methodology.

Published in:

Systems, Man and Cybernetics, IEEE Transactions on  (Volume:17 ,  Issue: 1 )

Date of Publication:

Jan. 1987

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