Dynamic optimization problems with bounded terminal conditions
| ISSN: |
1573-2878
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|---|---|
| Keywords: |
Sequential gradient-restoration algorithm ; nonlinear optimization problems ; bounded terminal conditions ; Valentine's device
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| Source: |
Springer Online Journal Archives 1860-2000
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| Topics: |
Mathematics
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| Notes: |
Abstract Bounded terminal conditions of nonlinear optimization problems are converted to equality terminal conditions via the Valentine's device. In so doing, additional unknown parameters are introduced into the problem. The transformed problems can still be easily solved using the sequential gradient-restoration algorithm (SGRA) via a simple augmentation of the unknown parameter vector π. Three example problems with bounded terminal conditions are solved to verify this technique.
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| Type of Medium: |
Electronic Resource
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| URL: |