On Application of a New Quasi-Newton Algorithm for Solving Optimal Control Problems
Pure and Applied Mathematics Journal
Volume 4, Issue 2, April 2015, Pages: 52-56
Received: Dec. 25, 2014;
Accepted: Feb. 24, 2015;
Published: Mar. 4, 2015
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Felix Makanjuola Aderibigbe, Department of Mathematical Sciences, Ekiti State University, Ado Ekiti, Nigeria
Adejoke O. Dele-Rotimi, Department of Mathematical Sciences, Ekiti State University, Ado Ekiti, Nigeria
Kayode James Adebayo, Department of Mathematical Sciences, Ekiti State University, Ado Ekiti, Nigeria
In this work, we review the construction of the linear operator associated with a class of linear regulator problems subject to the state differential equation. The associated linear operator is then utilized in the derivation of a New Quasi-Newton Method (QNM) for solving this class of optimal control problems. Our results show an improvement over the Classical Quasi-Newton Method.
Felix Makanjuola Aderibigbe,
Adejoke O. Dele-Rotimi,
Kayode James Adebayo,
On Application of a New Quasi-Newton Algorithm for Solving Optimal Control Problems, Pure and Applied Mathematics Journal.
Vol. 4, No. 2,
2015, pp. 52-56.
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