Abstract
This paper deals with the numerical solution of
optimal control problems for ODEs. The approach is based on the
coupling between quadrature rules and continuous Runge-Kutta
solvers and it lies in the framework of direct optimization methods
and recursive discretization techniques. The analysis of discrete
solution accuracy has been carried out and coupling criteria are
established in order to have global methods featured by a given
accuracy order. Consequently numerical schemes are built up to high
orders. The effectiveness of the proposed schemes has been validated
on several test problems arising in the field of economic
applications. Results have been compared with the ones by classical
Runge-Kutta methods, in terms of single function evaluations and
average cpu time of the optimization process. The search for optimal
solutions has been performed by standard algorithms in Matlab
environment.
Anno
2006
Autori IAC
Tipo pubblicazione
Altri Autori
Diele Fasma; Marangi Carmela, Ragni Stefania
Editore
Gordon & Breach Science Publishers.
Rivista
Optimization methods & software (Print)