Title | ||
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Convergence Rate for a Gauss Collocation Method Applied to Constrained Optimal Control. |
Abstract | ||
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A local convergence rate is established for a Gauss orthogonal collocation method applied to optimal control problems with control constraints. If the Hamiltonian possesses a strong convexity property, then the theory yields convergence for problems whose optimal state and co-state possess two square integrable derivatives. The convergence theory is based on a stability result for the sup-norm change in the solution of a variational inequality relative to a 2-norm perturbation, and on a Sobolev space bound for the error in interpolation at the Gauss quadrature points and the additional point 1. The tightness of the convergence theory is examined using a numerical example. |
Year | DOI | Venue |
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2018 | 10.1137/16M1096761 | SIAM JOURNAL ON CONTROL AND OPTIMIZATION |
Keywords | Field | DocType |
Gauss collocation method,convergence rate,optimal control,orthogonal collocation | Mathematical optimization,Normal convergence,Mathematical analysis,Orthogonal collocation,Compact convergence,Convergence tests,Rate of convergence,Collocation method,Mathematics,Modes of convergence,Gauss's inequality | Journal |
Volume | Issue | ISSN |
56 | 2 | 0363-0129 |
Citations | PageRank | References |
0 | 0.34 | 7 |
Authors | ||
5 |
Name | Order | Citations | PageRank |
---|---|---|---|
William W. Hager | 1 | 1603 | 214.67 |
Jun Liu | 2 | 235 | 68.22 |
Subhashree Mohapatra | 3 | 0 | 0.68 |
Anil V. Rao | 4 | 341 | 29.35 |
Xiang-Sheng Wang | 5 | 0 | 2.37 |