Optimization and Systems Theory Seminar
Friday, February 20, 2004, 11.00-12.00, Room 3721, Lindstedtsv. 25

Per-Olof Gutman
Faculty of Civil and Environmental Engineering
Division of Environmental, Water, and Agricultural Engineering
Technion - Israel Institute of Technology
Haifa, Israel

On smooth optimal control determination

When using the Pontryagin Maximum Principle in optimal control problems the most difficult part of the numerical solution is associated with the nonlinear operation of the maximization of the Hamiltonian over the control variables. For a class of problems, the optimal control vector is a vector function with continuous time derivatives. A method is presented to find this smooth control without the maximization of Hamiltonian. Three illustrative examples are considered.

This is joint work with Ilya Ioslovich.

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Last update: February 11, 2004 by Anders Forsgren.