This article is cited in 7 papers

Applications of Mathematical Programming

Extragradient method of optimal control with terminal constraints

E. V. Khoroshilova

M. V. Lomonosov Moscow State University, Moscow, Russia

Abstract: For the case where the objective function is minimized over part of the set of attainability defined by a system of linear inequalities, consideration was given to a method of solving the optimal control problem over a fixed time interval with free right end and constraints in the form of a linear differential equation. An iterative extragradient process formulated in the functional subspace of the sectionally continuous controls from $L_2^r$ was proposed, and its convergence was proved.

Presented by the member of Editorial Board: A. I. Kibzun

Received: 06.06.2011

 English version: Automation and Remote Control, 2012, 73:3, 517–531

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