A. S. Antipin, E. V. Khoroshilova, “Linear programming and dynamics”, Trudy Inst. Mat. i Mekh. UrO RAN, 2013, Volume 19, Number 2,Pages <nobr>7

This article is cited in 8 papers

Linear programming and dynamics

A. S. Antipin^a, E. V. Khoroshilova^b

^a Dorodnitsyn Computing Centre of the Russian Academy of Sciences
^b Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics

Abstract: A linear boundary value problem of optimal control is considered in a Hilbert space. The problem is based on linear dynamics and a terminal problem of linear programming at the right end of the time interval. A saddle method is proposed for its solution, and its convergence is proved.

Keywords: linear programming, optimal control, boundary value problems, solution methods, convergence, stability.

UDC: 517.977

Received: 12.02.2013