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.
|Number of pages||9|
|State||Published - 1 Jan 1976|
|Event||Large Scale Syst Theory and Appl, Proc of the IFAC Symp - Udine, Italy|
Duration: 16 Jun 1976 → 20 Jun 1976
|Conference||Large Scale Syst Theory and Appl, Proc of the IFAC Symp|
|Period||16/06/76 → 20/06/76|