Projected two-step VMM and numerical solution of optimal control problem
V.G. Malinov1
| Annotation | This paper describes a new projection generalized two-step variable metric method (PTVMM) for solving minimization problems in the Euclidean space $E^n$ in the case when function $f({\bf x})$ has prolate level surfaces. The estimate of rate of convergence of the method in the case of convex functions is presented. Finally, we indicate, how these considered methods can be used to solving of testing optimal control problem. Some results of comparative numerical experiments are given. |
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| Keywords | minimization on the simple set, projection generalized two-step two-stage variable metric method, rate of convergence, differencial equations of movement, optimal control problem, optimization. |
1Assistant Professor of Ulyanovsk State University, Ulyanovsk; vgmalinov@mail.ru.
Citation: V.G. Malinov , "[Projected two-step VMM and numerical solution of optimal control problem ]", Zhurnal Srednevolzhskogo matematicheskogo obshchestva,14:1 (2012) 83–91 (In Russian)
