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Numerical Methods Based on Gaussian Quadrature and Continuous Runge-Kutta Integration for Optimal Control Problems

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Computational Science and Its Applications – ICCSA 2004 (ICCSA 2004)

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 3044))

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Abstract

This paper provides a numerical approach for solving optimal control problems governed by ordinary differential equations. Continuous extension of an explicit, fixed step-size Runge-Kutta scheme is used in order to approximate state variables; moreover, the objective function is discretized by means of Gaussian quadrature rules. The resulting scheme represents a nonlinear programming problem, which can be solved by optimization algorithms. With the aim to test the proposed method, it is applied to different problems.

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References

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Author information

Authors and Affiliations

  1. Istituto per le Applicazioni del Calcolo M. Picone, CNR, Via Amendola 122, 70126, Bari, Italy

    Fasma Diele & Carmela Marangi

  2. Facoltà di Economia, Università di Bari, Via Camillo Rosalba 56, 70100, Bari, Italy

    Stefania Ragni

Authors
  1. Fasma Diele
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  2. Carmela Marangi
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  3. Stefania Ragni
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Editor information

Editors and Affiliations

  1. Department of Chemistry, University of Perugia, Via Elce di Sotto, 8, I-06123, Perugia, Italy

    Antonio Laganá

  2. Department of Computer Science, University of Calgary, 2500 University Drive N.W., T2N 1N4, Calgary AB, Canada

    Marina L. Gavrilova

  3. William Norris Professor, Head of the Computer Science and Engineering Department, University of Minnesota, USA

    Vipin Kumar

  4. School of Computing, Soongsil University, Seoul, Korea

    Youngsong Mun

  5. OptimaNumerics Ltd., Cathedral House, 23-31 Waring Street, BT1 2DX, Belfast, UK

    C. J. Kenneth Tan

  6. Department of Mathematics and Computer Science, University of Perugia, via Vanvitelli, 1, I-06123, Perugia, Italy

    Osvaldo Gervasi

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© 2004 Springer-Verlag Berlin Heidelberg

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Diele, F., Marangi, C., Ragni, S. (2004). Numerical Methods Based on Gaussian Quadrature and Continuous Runge-Kutta Integration for Optimal Control Problems. In: Laganá, A., Gavrilova, M.L., Kumar, V., Mun, Y., Tan, C.J.K., Gervasi, O. (eds) Computational Science and Its Applications – ICCSA 2004. ICCSA 2004. Lecture Notes in Computer Science, vol 3044. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-24709-8_102

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  • DOI: https://doi.org/10.1007/978-3-540-24709-8_102

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-22056-5

  • Online ISBN: 978-3-540-24709-8

  • eBook Packages: Springer Book Archive

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