Extragradient method for solving an optimal control problem with implicitly specified boundary conditions
- Authors: Antipin A.S.1, Artem’eva L.A.2, Vasil’ev F.P.2
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Affiliations:
- Dorodnicyn Computing Center, Federal Research Center “Computer Science and Control,”
- Faculty of Computational Mathematics and Cybernetics
- Issue: Vol 57, No 1 (2017)
- Pages: 64-70
- Section: Article
- URL: https://bakhtiniada.ru/0965-5425/article/view/178840
- DOI: https://doi.org/10.1134/S0965542516110026
- ID: 178840
Cite item
Abstract
An optimal control problem formulated as a system of linear ordinary differential equations with boundary conditions implicitly specified as a solution to a finite-dimensional minimization problem is considered. An extragradient method for solving this problem is proposed, and its convergence is studied.
About the authors
A. S. Antipin
Dorodnicyn Computing Center, Federal Research Center “Computer Science and Control,”
Author for correspondence.
Email: asantip@yandex.ru
Russian Federation, Moscow, 119333
L. A. Artem’eva
Faculty of Computational Mathematics and Cybernetics
Author for correspondence.
Email: artemieva.luda@gmail.com
Russian Federation, Moscow, 119991
F. P. Vasil’ev
Faculty of Computational Mathematics and Cybernetics
Email: artemieva.luda@gmail.com
Russian Federation, Moscow, 119991
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