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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 21 (1977), S. 251-259 
    ISSN: 1573-2878
    Keywords: Nonlinear programming ; variable-metric methods ; parameter optimization ; function minimization ; mathematical programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Variable-metric methods are presented which do not need an accurate one-dimensional search and eliminate roundoff error problems which can occur in updating the metric for large-dimension systems. The methods are based on updating the square root of the metric, so that a positive-definite metric always results. The disadvantage of intentionally relaxing the accuracy of the one-dimensional search is that the number of iterations (and hence, gradient evaluations) increases. For problems involving a large number of variables, the square-root method is presented in a triangular form to reduce the amount of computation. Also, for usual optimization problems, the square-root procedure can be carried out entirely in terms of the metric, eliminating storage and computer time associated with computations of the square root of the metric.
    Type of Medium: Electronic Resource
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 5 (1970), S. 432-448 
    ISSN: 1573-2878
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The problem of determining the slender, hypersonic airfoil shape which produces the maximum lift-to-drag ratio for a given profile area, chord, and free-stream conditions is considered. For the estimation of the lift and the drag, the pressure distribution on a surface which sees the flow is approximated by the tangent-wedge relation. On the other hand, for surfaces which do not see the flow, the Prandtl-Meyer relation is used. Finally, base drag is neglected, while the skin-friction coefficient is assumed to be a constant, average value. The method used to determine the optimum upper and lower surfaces is the calculus of variations. Depending on the value of the governing parameter, the optimum airfoil shapes are found to be of three types. For low values of the governing parameter, the optimum shape is a flat plate at an angle of attack followed by slightly concave upper and lower surfaces. The next type of solution has a finite thickness over the entire chord with the upper surface inclined so that the flow is an expansion. Finally, for the last type of solution, the upper surface begins with a portion which sees the flow and is followed by an inclined portion similar to that above. For all of these solutions, the lower surface sees the flow. Results are presented for the optimum dimensionless airfoil shape, its dimensions, and the maximum lift-to-drag ratio. To calculate an actual airfoil shape requires an iteration procedure due to the assumption on the skin-friction coefficient. However, simple results can be obtained by assuming an approximate value for the skin-friction coefficient.
    Type of Medium: Electronic Resource
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  • 3
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 61 (1989), S. 315-316 
    ISSN: 1573-2878
    Keywords: Parameter optimization ; constrained optimization ; variational process ; variations of variations ; first variation ; second variation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This is a technical reply to the technical comment of Ref. 2 associated with the tutorial paper of Ref. 1.
    Type of Medium: Electronic Resource
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  • 4
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 17 (1975), S. 481-491 
    ISSN: 1573-2878
    Keywords: Parameter optimization ; suboptimal control ; trajectory optimization ; Newton-Raphson methods ; nonlinear programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The optimal control problem is reduced to a suboptimal control problem by assuming the control histories to have particular functional forms involving a number of undetermined constants (Raleigh-Ritz method). A second-order parameter optimization method is discussed and applied to the suboptimal control problem. Also, it is shown that this approach can be used to obtain approximate Lagrange multiplier distributions for optimal control problems.
    Type of Medium: Electronic Resource
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  • 5
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 67 (1990), S. 447-462 
    ISSN: 1573-2878
    Keywords: Calculus of variations ; optimal control theory ; second variation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The variational process is established and applied to the development of the second variation for the free-final-time optimal control problem. First, it is shown that, given a change in the control (the independent variable), the change in the state (the dependent variable) consists of all orders of the change in the control. Hence, the change in the state is a total change. This implies that variations of dependent variations exist. Next, the variational relationship between time-constant and time-free variations is developed, and the formula for taking the variation of an integral is presented. The results are used to derive the second variation following three different approaches: taking the variation of the first variation after performing the integration by parts; taking the variation of the first variation before performing the integration by parts; and using the Taylor series approach. The ability to get the same result requires the existence of the total change in the state or of the variation of the state variation. Finally, if the nominal path is not an extremal, this process gives extra terms in the second variation.
    Type of Medium: Electronic Resource
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  • 6
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 68 (1991), S. 275-287 
    ISSN: 1573-2878
    Keywords: Sufficient conditions ; second variation ; conjugate points ; optimal control theory ; calculus of variations
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The sufficient conditions for a minimum of the free-final-time optimal control problem are the strengthened Legendre-Clebsch condition and the conjugate point condition. In this paper, a new approach for determining the location of the conjugate point is presented. The sweep method is used to solve the linear two-point boundary-value problem for the neighboring extremal path from a perturbed initial point to the final constraint manifold. The new approach is to solve for the final condition Lagrange multiplier perturbation and the final time perturbation simultaneously. Then, the resulting neighboring extremal control is used to write the second variation as a perfect square and obtain the conjugate point condition. Finally, two example problems are solved to illustrate the application of the sufficient conditions.
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  • 7
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 56 (1988), S. 31-38 
    ISSN: 1573-2878
    Keywords: Variational processes ; parameter optimization ; first variation ; second variation ; variations of variations
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The simplest constrained optimization problem is used to investigate the concept of variations of variations. It is shown that variations of dependent variations are nonzero whereas variations of independent variations are zero. The existence of these variations adds to the second variation a term which vanishes because of first-variation conditions but which contributes directly to the third and higher variations. These variations are needed in particular if the second variation vanishes and in general if the whole process is to be done correctly. Finally, the same results are derived using the Taylor series expansion.
    Type of Medium: Electronic Resource
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  • 8
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 97 (1998), S. 579-590 
    ISSN: 1573-2878
    Keywords: Optimal control theory ; second variation ; sufficient conditions
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The optimal control problem is extended to the case where the performance index, the differential constraints, and the prescribed final conditions contain parameters. The sufficient condition for a minimum is derived for nonsingular problems using the sweep method. As expected, it involves the finiteness of a matrix or the location of the conjugate point. The minimum-time navigation problem is solved as a fixed final time problem to illustrate the application of the theory.
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  • 9
    Publication Date: 2007-12-08
    Print ISSN: 0022-3239
    Electronic ISSN: 1573-2878
    Topics: Mathematics
    Published by Springer
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  • 10
    Publication Date: 1991-02-01
    Print ISSN: 0022-3239
    Electronic ISSN: 1573-2878
    Topics: Mathematics
    Published by Springer
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