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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2019 Volume 59, Number 5, Pages 739–751 (Mi zvmmf10888)

This article is cited in 29 papers

Approach to the numerical solution of optimal control problems for loaded differential equations with nonlocal conditions

V. M. Abdullayevab, K. R. Aida-zadebc

a Azerbaijan State Oil and Industrial University, Baku, AZ1010 Azerbaijan
b Institute of Control Systems, Azerbaijan National Academy of Sciences, Baku, AZ1141 Azerbaijan
c Institute of Mathematics and Mechanics, Azerbaijan National Academy of Sciences, Baku, AZ1141 Azerbaijan

Abstract: An approach to the numerical solution of an optimal control problem described by systems of ordinary differential equations with point loading is proposed. The problem involves nonlocal conditions in which the values of the phase state at certain points and its integral values on various preset intervals are contained in coupled form. For the cost functional gradient of the problem, formulas are derived, which are used to solve the problem by applying numerical optimization methods of the first order. Results of numerical experiments are presented.

Key words: loaded differential equation, optimal control, functional gradient, nonlocal conditions, integral conditions.

UDC: 519.626.6

Received: 17.10.2017
Revised: 21.10.2018
Accepted: 11.01.2019

DOI: 10.1134/S0044466919050028


 English version:
Computational Mathematics and Mathematical Physics, 2019, 59:5, 696–707

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© Steklov Math. Inst. of RAS, 2026