화학공학소재연구정보센터
IEEE Transactions on Automatic Control, Vol.39, No.5, 982-986, 1994
Constrained Optimization in Hilbert-Space and a Generalized Dual Quasi-Newton Algorithm for State-Constrained Optimal-Control Problems
We study a modified Newton method for constrained optimization in Hilbert space, and generalize the dual quasi-Newton algorithm to Hilbert space. A new algorithm for solving state-constrained optimal control problems is proposed by applying the generalized dual quasi-Newton method.