Download or read book Conjugate gradient method for the solution of optimal control problems governed by weakly singular Volterra integral equations with the use of the collocation method written by Henry Ekah-Kunde and published by GRIN Verlag. This book was released on 2017-07-28 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt: Seminar paper from the year 2015 in the subject Mathematics - Applied Mathematics, grade: A, , language: English, abstract: In this research, a novel method to approximate the solution of optimal control problems governed by Volterra integral equations of weakly singular types is proposed. The method introduced here is the conjugate gradient method with a discretization of the problem based on the collocation approach on graded mesh points for non linear Volterra integral equations with singular kernels. Necessary and sufficient optimality conditions for optimal control problems are also discussed. Some examples are presented to demonstrate the efficiency of the method.
Download or read book Conjugate Gradient Type Methods for Ill Posed Problems written by Martin Hanke and published by Routledge. This book was released on 2017-11-22 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt: The conjugate gradient method is a powerful tool for the iterative solution of self-adjoint operator equations in Hilbert space.This volume summarizes and extends the developments of the past decade concerning the applicability of the conjugate gradient method (and some of its variants) to ill posed problems and their regularization. Such problems occur in applications from almost all natural and technical sciences, including astronomical and geophysical imaging, signal analysis, computerized tomography, inverse heat transfer problems, and many more This Research Note presents a unifying analysis of an entire family of conjugate gradient type methods. Most of the results are as yet unpublished, or obscured in the Russian literature. Beginning with the original results by Nemirovskii and others for minimal residual type methods, equally sharp convergence results are then derived with a different technique for the classical Hestenes-Stiefel algorithm. In the final chapter some of these results are extended to selfadjoint indefinite operator equations. The main tool for the analysis is the connection of conjugate gradient type methods to real orthogonal polynomials, and elementary properties of these polynomials. These prerequisites are provided in a first chapter. Applications to image reconstruction and inverse heat transfer problems are pointed out, and exemplarily numerical results are shown for these applications.
Download or read book The Conjugate Gradient Method for Optimal Control Problems written by and published by . This book was released on 1967 with total page 7 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Applied Mechanics Reviews written by and published by . This book was released on 1984 with total page 784 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Conjugate Gradient Approach for Discrete Time Optimal Control Problems with Model Reality Differences written by Sie Long Kek and published by . This book was released on 2020 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this chapter, an efficient computation approach is proposed for solving a general class of discrete-time optimal control problems. In our approach, a simplified optimal control model, which is adding the adjusted parameters into the model used, is solved iteratively. In this way, the differences between the real plant and the model used are calculated, in turn, to update the optimal solution of the model used. During the computation procedure, the equivalent optimization problem is formulated, where the conjugate gradient algorithm is applied in solving the optimization problem. On this basis, the optimal solution of the modified model-based optimal control problem is obtained repeatedly. Once the convergence is achieved, the iterative solution approximates to the correct optimal solution of the original optimal control problem, in spite of model-reality differences. For illustration, both linear and nonlinear examples are demonstrated to show the performance of the approach proposed. In conclusion, the efficiency of the approach proposed is highly presented.
Download or read book Government reports annual index written by and published by . This book was released on 199? with total page 1362 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Conjugate Gradient Algorithms and Finite Element Methods written by M. Křížek and published by Springer Science & Business Media. This book was released on 2004-06-11 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt: The position taken in this collection of pedagogically written essays is that conjugate gradient algorithms and finite element methods complement each other extremely well. Via their combinations practitioners have been able to solve complicated, direct and inverse, multidemensional problems modeled by ordinary or partial differential equations and inequalities, not necessarily linear, optimal control and optimal design being part of these problems. The aim of this book is to present both methods in the context of complicated problems modeled by linear and nonlinear partial differential equations, to provide an in-depth discussion on their implementation aspects. The authors show that conjugate gradient methods and finite element methods apply to the solution of real-life problems. They address graduate students as well as experts in scientific computing.
Download or read book Some Applications of Gradient Methods written by Joseph W. Fischbach and published by . This book was released on 1954 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Combined Newton Raphson and Gradient Parameter Correction Technique for Solution of Optimal control Problems written by and published by . This book was released on 1968 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Method of Conjugate Gradients for Optimal Control Problems with State Variable Constraints written by T. S. Fong and published by . This book was released on 1978 with total page 94 pages. Available in PDF, EPUB and Kindle. Book excerpt: A review of the computational method of conjugate gradients for linear and nonlinear operator equations is given with emphasis in applying this technique to state variable constraint control problems. The first and second Frechet derivatives of the performance functional are derived. The search directions generated in the iteration process for the optimal control are locally conjugate with respect to the second Frechet derivative. The convergence is along the expanding sequence of sets, the itersection of the linear spaces spanned by the search directions and the set of admissible controls. The computational technique is applied to two state variable constraint problems, in one of which a penalty function is employed to convert the constraint problem to an unconstrained one in addition to the approach considering the constraints directly. For this same problem the method of steepest descent also is studied, and comparison of the results obtained is made and discussed. (author).
Download or read book Method of Conjugate Gradients for Optimal Control Problems with State Variable Constraint written by Thomas Shu Fong and published by . This book was released on 1970 with total page 98 pages. Available in PDF, EPUB and Kindle. Book excerpt: A review of the computational method of conjugate gradients for linear and nonlinear operator equations is given with emphasis in applying this technique to state variable constraint control problems. The first and second Frechet derivatives of the performance functional are derived. The search directions generated in the iteration process for the optimal control are locally conjugate with respect to the second Frechet derivative. The convergence is along the expanding sequence of sets, the intersections of the linear spaces spanned by the search directions and the set of admissible controls. The computational aspect of this class of control problems is discussed in detail. This computational technique is applied to two state variable constraint problems, in one of which a penalty function is employed to convert the constraint problem to an unconstrained one in addition to the approach considering the constraints directly. For this same problem the method of steepest descent also is studied, and comparison of the results obtained is made and discussed. (Author).
Download or read book The Solution of Optimal Control Problems by a First order Gradient Method written by B.A.M. Piggott and published by . This book was released on 1972 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An Algorithm for Solving Optimal Control Problems Via the Sequential Conjugate Gradient restoration Method written by A. V. Levy and published by . This book was released on 1976 with total page 74 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Adaptations of the Conjugate Gradient Method to Optimal Control Problems with Terminal State Constraints written by John Kendall Willoughby and published by . This book was released on 1969 with total page 128 pages. Available in PDF, EPUB and Kindle. Book excerpt: The method of conjugate gradients (CG) has been shown to be a rapidly converging and efficient means of solving unconstrained optimal control problems. This dissertation presents some theoretical and computational characteristics of three modifications to the CG algorithm which make it applicable to control problems with terminal state variable constraints. The penalty function method and the projection method have been used to adapt ordinary gradient methods to constrained problems. It is concluded here that the penalty function technique is no more or less advantageous with the CG method than with other gradient techniques. The projection method is shown to be theoretically less compatible with the CG algorithm than with other gradient methods. However, a stepsize adjustment policy is suggested that preserves the rapid convergence that is characteristic of the CG method. It is also shown that nonlinear instead of linear terminal constraints cause no additional theoretical of computational difficulty. A third adaptation of the CG method is given which is original to this study. The method, called the modified conjugate gradient method (MCG), is applied to constrained problems by using constant Lagrange multipliers which converge to their optimal values as the iteration proceeds. A unique feature of the MCG method is that each control iterate produced by the method causes the constraints to be satisfied exactly. Furthermore, the technique is equally applicable to nonlinear and linear terminal state constraints. (Author).
Download or read book Electrical Electronics Abstracts written by and published by . This book was released on 1997 with total page 1948 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Sequential Conjugate Gradient Restoration Algorithm for Optimal Control Problems Part I Theory written by J. C. Heideman and published by . This book was released on 1974 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper considers the problem of minimizing a functional I which depends on the state x(t), the control u(t), and the parameter pi. Here, I is a scalar, x an n-vector, u an m-vector, and pi a p-vector. At the initial point, the state is prescribed. At the final point, the state and the parameter are required to satisfy q scalar relations. Along the interval of integration, the state, the control, and the parameter are required to satisfy n scalar differential equations.
Download or read book Sequential Conjugate Gradient restoration Algorithm for Optimal Control Problems written by J. C. Heideman and published by . This book was released on 1974 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:
