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Avtomatika i Telemekhanika, 2022, Issue 10, Pages 122–133
DOI: https://doi.org/10.31857/S0005231022100117 (Mi at16056) 		 
Topical issue

Modification of the confidence bar algorithm based on approximations of the main diagonal of the Hessian matrix for solving optimal control problems

A. Yu. Gornov, A. S. Anikin, T. S. Zarodnyuk, P. S. Sorokovikov

Matrosov Institute for System Dynamics and Control Theory, Siberian Branch, Russian Academy of Sciences, Irkutsk, 664033 Russia
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DOI: https://doi.org/10.31857/S0005231022100117
Abstract: The paper proposes an approach to the study of the standard optimal control problem based on the use of reduction to a finite-dimensional optimization problem with subsequent use of approximation of the main diagonal of the Hessian. The results of computational experiments on solving auxiliary optimization problems for separable, quasiseparable, and Rosenbrock–Skokov functions are presented.
Keywords: confidence bar algorithm, quasiseparable function, Hessian matrix, optimal control problem.
Funding agency Grant number
Ministry of Science and Higher Education of the Russian Federation 121041300060-4
The work was supported by a subsidy from the Russian Ministry of Education and Science within the framework of the project “Theory and Methods for Studying Evolution Equations and Controlled Systems with Applications,” project no. 121041300060-4.
Presented by the member of Editorial Board: A. A. Lazarev

Received: 01.02.2022
Revised: 19.04.2022
Accepted: 29.06.2022
English version:
Automation and Remote Control, 2022, Volume 83, Issue 10, Pages 1590–1599
DOI: https://doi.org/10.1134/S00051179220100113
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. Yu. Gornov, A. S. Anikin, T. S. Zarodnyuk, P. S. Sorokovikov, “Modification of the confidence bar algorithm based on approximations of the main diagonal of the Hessian matrix for solving optimal control problems”, Avtomat. i Telemekh., 2022, no. 10, 122–133; Autom. Remote Control, 83:10 (2022), 1590–1599
Citation in format AMSBIB
\Bibitem{GorAniZar22}
\by A.~Yu.~Gornov, A.~S.~Anikin, T.~S.~Zarodnyuk, P.~S.~Sorokovikov
\paper Modification of the confidence bar algorithm based on approximations of the main diagonal of the Hessian matrix for solving optimal control problems
\jour Avtomat. i Telemekh.
\yr 2022
\issue 10
\pages 122--133
\mathnet{http://mi.mathnet.ru/at16056}
\crossref{https://doi.org/10.31857/S0005231022100117}
\edn{https://elibrary.ru/ALGZQW}
\transl
\jour Autom. Remote Control
\yr 2022
\vol 83
\issue 10
\pages 1590--1599
\crossref{https://doi.org/10.1134/S00051179220100113}
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