caa a22 4500 463169328 CHVBK 20180406164808.0 cr unu---uuuuu 170326e20070801xx s 000 0 eng 10.1007/s10957-007-9217-x doi (NATIONALLICENCE)springer-10.1007/s10957-007-9217-x Euler Discretization and Inexact Restoration forOptimal Control [Elektronische Daten] [C. Kaya, J. Martínez] Acomputational technique for unconstrained optimal control problems is presented. First, an Euler discretization is carried out to obtain afinite-dimensional approximation of the continuous-time (infinite-dimensional) problem. Then, an inexact restoration (IR) method due to Birgin and Martínez is applied to the discretized problem to find an approximate solution. Convergence of the technique to asolution of the continuous-time problem is facilitated by the convergence of the IR method and the convergence of the discrete (approximate) solution as finer subdivisions are taken. The technique is numerically demonstrated by means of aproblem involving the van der Pol system; comprehensive comparisons are made with the Newton and projected Newton methods. Springer Science+Business Media, LLC, 2007 Optimal control nationallicence Inexact restoration nationallicence Euler discretization nationallicence Projected Newton method nationallicence Lagrange multiplier update nationallicence Kaya C. Departamento de Sistemas e Computação, Universidade Federal do Rio de Janeiro, Rio de Janeiro, Brazil aut Martínez J. Department of Applied Mathematics, IMECC-UNICAMP, University of Campinas, Campinas, SP, Brazil aut Journal of Optimization Theory and Applications Springer US; http://www.springer-ny.com 134/2(2007-08-01), 191-206 0022-3239 134:2<191 2007 134 10957 https://doi.org/10.1007/s10957-007-9217-x text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s10957-007-9217-x text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Kaya C. Departamento de Sistemas e Computação, Universidade Federal do Rio de Janeiro, Rio de Janeiro, Brazil aut NATIONALLICENCE 700 1- Martínez J. Department of Applied Mathematics, IMECC-UNICAMP, University of Campinas, Campinas, SP, Brazil aut NATIONALLICENCE 773 0- Journal of Optimization Theory and Applications Springer US; http://www.springer-ny.com 134/2(2007-08-01), 191-206 0022-3239 134:2<191 2007 134 10957 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer