Abstract
The usefulness of the prediction principle for the decomposition and the coordination of constrained optimization problems is demonstrated in a general formulation of mathematical programming in infinite dimensional spaces. The convergence of the resulting coordination algorithm is studied in the particular case of a quadratic criterion and affine equality constraints. Some improving modifications are derived from this study. Applications to various constrained optimal control problems are shown and a numerical example is computed.
Original language | English |
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Pages | 539-547 |
Number of pages | 9 |
State | Published - 1 Jan 1976 |
Externally published | Yes |
Event | Large Scale Syst Theory and Appl, Proc of the IFAC Symp - Udine, Italy Duration: 16 Jun 1976 → 20 Jun 1976 |
Conference
Conference | Large Scale Syst Theory and Appl, Proc of the IFAC Symp |
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City | Udine, Italy |
Period | 16/06/76 → 20/06/76 |
ASJC Scopus subject areas
- Engineering (all)