NEWTON’S METHOD FOR SOLVING A CONTROL PROBLEM UNDER PIECEWISE-IN-TIME DEFINED ACTIONS

Abstract

In this paper we propose an approach to the numerical solution of one class of optimal control problems based on the use of Newton’s method. The problem is described by a system of ordinary differential equations. The parameters of control actions from the class of piecewise defined functions as well as the boundaries of intervals of constancy of control actions are to be optimized. Formulas for gradient components and Hesse matrix of the objective functional in the space of optimized parameters are obtained. Comparative results of computer experiments are given.