Quadratic Optimal Control Problems | Theory, Analytical Solutions and Numerical Computation with Conjugate Gradient Method and FICO Xpress Mosel

Ayodeji Sunday Afolabi (u. a.)

ISBN 10: 6209151345 / ISBN 13: 9786209151347

Published by GlobeEdit, 2025

About this Item

Quadratic Optimal Control Problems | Theory, Analytical Solutions and Numerical Computation with Conjugate Gradient Method and FICO Xpress Mosel | Ayodeji Sunday Afolabi (u. a.) | Taschenbuch | Englisch | 2025 | GlobeEdit | EAN 9786209151347 | Verantwortliche Person für die EU: SIA OmniScriptum Publishing, Brivibas Gatve 197, 1039 RIGA, LETTLAND, customerservice[at]vdm-vsg[dot]de | Anbieter: preigu.

Seller Inventory # 134291160

Bibliographic Details

• Title: Quadratic Optimal Control Problems | Theory, Analytical Solutions and Numerical Computation with Conjugate Gradient Method and FICO Xpress Mosel
• Publisher: GlobeEdit
• Publication Date: 2025
• Language: English
• ISBN 10: 6209151345
• ISBN 13: 9786209151347
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 220W x 150H x 5D millimeters 220 millimeters width by 150 millimeters height by 5 millimeters depth
• Weight: 137 grams
• Seller catalogs:
  • Bücher

About this title

Synopsis

This book explores quadratic optimal control problems constrained by ordinary differential equations (ODEs), integrating analytical methods with numerical optimization techniques. The analytical approach employs first-order optimality conditions on the Hamiltonian, solved through the fundamental matrix method and Riccati transformations. For numerical computation, discretization is carried out using Simpson’s rule and a fifth-order implicit method, reformulated via the Augmented Lagrangian Method. Solutions are obtained using the Conjugate Gradient Method (CGM) and FICO Xpress Mosel. Comparative analysis shows that while CGM is effective but sensitive to parameter choices, FICO Xpress Mosel offers faster and more reliable convergence, making it a robust tool for solving high-dimensional control problems.