| 约束线性系统关于非凸评价泛函的最优控制 |
| |
| 引用本文： | 朱经浩,朱礼冬.约束线性系统关于非凸评价泛函的最优控制[J].同济大学学报(自然科学版),2014,42(11):1755-1758. |
| |
| 作者姓名： | 朱经浩 朱礼冬 |
| |
| 作者单位： | 同济大学数学系,上海,200092 |
| |
| 基金项目： | 国家自然科学基金项目（10671145） |
| |
| 摘 要： | 研究一类约束线性系统关于非凸评价泛函的最优控制问题,该最优控制问题的评价泛函的被积函数中含有关于控制变量的非凸二次函数.由Pontryagin极值原理建立球约束下非凸二次优化问题,并利用倒向微分流求解该问题,进而求解一组微分边值问题以得到原问题的最优控制.同时把数学过程转化为求解的算法,并给出了一个数值计算的例子.
|
| 关 键 词： | Pontryagin极值原理 倒向微分流 非凸评价泛函 |
| 收稿时间： | 2013/6/24 0:00:00 |
| 修稿时间： | 2014/6/22 0:00:00 |
Solution to a Non convex Linear Quadratic Optimal Control Problem with Constraint |
| |
| ZHU Jinghao and ZHU Lidong.Solution to a Non convex Linear Quadratic Optimal Control Problem with Constraint[J].Journal of Tongji University(Natural Science),2014,42(11):1755-1758. |
| |
| Authors: | ZHU Jinghao and ZHU Lidong |
| |
| Institution: | Department of Mathematics, Tongji University,Department of Mathematics, Tongji University |
| |
| Abstract: | It is studied how to solve the optimal control problem for a constrained linear system with a non-convex cost functional. With Pontryagin principle, a non-convex quadratic programming is treated by a backward differential flow. Then the optimal control is obtained by solving a nonlinear differential boundary problem. An algorithm is given corresponding to the mathematical process. It follows by a numerical example. |
| |
| Keywords: | Pontryagin principle Backward differential flow Non-convex cost founctional |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
| 点击此处可从《同济大学学报(自然科学版)》浏览原始摘要信息 |
| 点击此处可从《同济大学学报(自然科学版)》下载免费的PDF全文 |
