Convergence property on algorithmic control for real-time optimization SICE-ICCAS 2006

A convergence property on the method for real-time calculation of nonlinear optimal control problems is proved. We adopt the so-called 'algorithmic control' as one of the real-time optimization methods, which is based on the iterative algorithms for obtaining the numerical solutions. In this paper, we prove that the value of the performance index is improved in the design process, if the optimal solutions are not yet obtained.