Abstract: This paper investigates and discusses modification on the gradient of continuous function input introduced to Extended Conjugate Gradient Method algorithm (ECGM) employed in solving optimal control problems with the state variable constrained by a differential equation. Numerical results show some improvement over the classical methods.
.
Keywords: Optimal Control, Control Operator, Conjugate Gradient Method and Extended Conjugate Gradient Method.
1] Aderibigbe, F. M.: "An Extended Conjugate Gradient Algorithm for Control Systems with Delay-I", Advances in Modelling & Analysis, CAMSE Press, Vol. 36, No. 3, (1993), 51-64.
[2] Aderibigbe, F. M. and Adebayo, K. J.: "A Scaled Extended Conjugate Gradient Method", Jour. of Mathematical Sciences, Vol. 23, No. 1, (2011), 189-196.
[3] George M. Siouris,: An Engineering Approach To Optimal Control And Estimation Theory, John Wiley & Sons, Inc., (1996)
[4] Hasdorff, L., Gradient Optimization and Nonlinear Control, J. Wiley and Sons, New York, (1976).
[5] Kirk, E. Donald,: Optimal Control Theory, An Introduction, Prentice-Hall, Inc. Englewood Cliffs New Jersey, (2004)
[6] Ibiejugba, M. A. and Onumanyi, P.: "Control Operator and Some of Its Applications", J. Math. Anal. Appl. Vol. 103, No. 1, (1984), 31-47.
[7] Otunta, F. O. and Apanapudor, J. S.,: "The Construction of A Hybrid Operator ̃", Jour. of Inst. of Maths. & Comp. Sciences, Vol. 21, No. 2, (2008), 61-71.
[8] Emmanuel, N.,: "An Extended Conjugate Gradient Method for Solving Equality Constrained Nonlinear Optimization Problems", Canadian Jour. on Computing in Maths, Natural Sciences, Engineering & Medicine, Vol. 2, No. 3, (2011), 45-49.