Fast Solvers of Fredholm Optimal Control Problems  

Fast Solvers of Fredholm Optimal Control Problems

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作  者:Mario Annunziato Alfio Borzi 

机构地区:[1]Universita degli Studi di Salerno,Dipartimento di Matematica e Informatica,Via Ponte Don Melillo,84084 Fisciano(SA),Italia [2]Universita degli Studi del Sannio,Dipartimento e Facolta di Ingegneria,Palazzo Dell'Aquila Bosco Lucarelli,Corso Garibaldi 107,82100 Benevento,Italia [3]Institutfr Mathematik und Wissenschaftliches Rechnen,Karl-Franzens-Universitt Graz,Heinrichstr.36,8010 Graz,Austria.

出  处:《Numerical Mathematics(Theory,Methods and Applications)》2010年第4期431-448,共18页高等学校计算数学学报(英文版)

摘  要:The formulation of optimal control problems governed by Fredholm integral equations of second kind and an efficient computational framework for solving these control problems is presented. Existence and uniqueness of optimal solutions is proved.A collective Gauss-Seidel scheme and a multigrid scheme are discussed. Optimal computational performance of these iterative schemes is proved by local Fourier analysis and demonstrated by results of numerical experiments.The formulation of optimal control problems governed by Fredholm integral equations of second kind and an efficient computational framework for solving these control problems is presented.Existence and uniqueness of optimal solutions is proved. A collective Gauss-Seidel scheme and a multigrid scheme are discussed.Optimal computational performance of these iterative schemes is proved by local Fourier analysis and demonstrated by results of numerical experiments.

关 键 词:Optimal control theory     Fredholm integral equations of second kind     iterative methods 

分 类 号:O232[理学—运筹学与控制论]

 

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