Geodesic
About one approach to numerical solution of nonlinear optimal speed problems
Vestnik Ûžno-Uralʹskogo gosudarstvennogo universiteta. Seriâ, Matematičeskoe modelirovanie i programmirovanie, Tome 11 (2018) no. 4, pp. 55-66 Cet article a éte moissonné depuis la source Math-Net.Ru

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Optimal speed problems are among the most important problems of the theory of controlled systems. In the qualitative theory of nonlinear speed problems one of the main results is the Pontryagin maximum principle. For the numerical solution of nonlinear speed problems, along with methods based on the maximum principle, methods of reducing to auxiliary problems of optimal control using linearization, parameterization, discretization, and other techniques are widely used. The complexity of numerical methods is determined by the number of iterations to find a solution to the speed problem with a given accuracy. A universal computational procedure that is effective for calculating a variety of speed problems does not currently exist. Therefore, it is actual to develop special approaches to reduce the amount of calculations and reduce the number of iterations. The paper proposes a new approach based on the reduction of a nonlinear speed problem to an auxiliary optimization problem with mixed control functions and parameters. To search for a solution to the emerging auxiliary problem, a specially developed form of conditions for nonlocal improvement of admissible control in the form of a fixed-point problem of the control operator, and a constructed iterative algorithm for successive improvement of admissible controls are used. Approbation and comparative analysis of the computational efficiency of the proposed fixed point approach is carried out on known models of optimal speed problems.
Keywords: optimal speed problem, conditions for improving control, fixed point problem. 
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A. S. Buldaev; I. D. Burlakov. About one approach to numerical solution of nonlinear optimal speed problems. Vestnik Ûžno-Uralʹskogo gosudarstvennogo universiteta. Seriâ, Matematičeskoe modelirovanie i programmirovanie, Tome 11 (2018) no. 4, pp. 55-66. http://geodesic.mathdoc.fr/item/VYURU_2018_11_4_a3/

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