대형동적 시스템의 최적화 앨고리즘 및 프로그램 개발에 관한 연구

Algorithms and Programs for Optimization of Large-Scale Dynamic System

In this paper an efficient algorithm for Pontriagin's maximum principle is developed. Fletcher-Powell method is adopted as optimization technique which shows fast and stable convergence characteristics. Terminal constraints are alse considered by using Hestens' algorithm and penalty function method together. Control variable inequality constraints are also considered by using Gradient Projection technique combined with Flectcher-Powell method. Test experiment shows good and reliable results.