This paper deals with the numerical solution of the discrete classical optimal control problem (DCOCP) governing by linear hyperbolic boundary value problem (LHBVP). The method which is used here consists of: the GFEIM " the Galerkin finite element method in space variable with the implicit finite difference method in time variable" to find the solution of the discrete state equation (DSE) and the solution of its corresponding discrete adjoint equation, where a discrete classical control (DCC) is given. The gradient projection method with either the Armijo method (GPARM) or with the optimal method (GPOSM) is used to solve the minimization problem which is obtained from the necessary condition for optimality of the DCOCP to find the DCC.An algorithm is given and a computer program is coded using the above methods to find the numerical solution of the DCOCP with step length of space variable , and step length of time variable . Illustration examples are given to explain the efficiency of these methods. The results show the methods which are used here are better than those obtained when we used the Gradient method (GM) or Frank Wolfe method (FWM) with Armijo step search method to solve the minimization problem.
This paper deals with testing a numerical solution for the discrete classical optimal control problem governed by a linear hyperbolic boundary value problem with variable coefficients. When the discrete classical control is fixed, the proof of the existence and uniqueness theorem for the discrete solution of the discrete weak form is achieved. The existence theorem for the discrete classical optimal control and the necessary conditions for optimality of the problem are proved under suitable assumptions. The discrete classical optimal control problem (DCOCP) is solved by using the mixed Galerkin finite element method to find the solution of the discrete weak form (discrete state). Also, it is used to find the solution for the discrete adjoint weak form (discrete adjoint) with the Gradient Projection method (GPM) , the Gradient method (GM), or the Frank Wolfe method (FWM) to the DCOCP. Within each of these three methods, the Armijo step option (ARSO) or the optimal step option (OPSO) is used to improve (to accelerate the step) the solution of the discrete classical control problem. Finally, some illustrative numerical examples for the considered discrete control problem are provided. The results show that the GPM with ARSO method is better than GM or FWM with ARSO methods. On the other hand, the results show that the GPM and GM with OPSO methods are better than the FWM with the OPSO method.
This paper is concerned with studying the numerical solution for the discrete classical optimal control problem (NSDCOCP) governed by a variable coefficients nonlinear hyperbolic boundary value problem (VCNLHBVP). The DSCOCP is solved by using the Galerkin finite element method (GFEM) for the space variable and implicit finite difference scheme (GFEM-IFDS) for the time variable to get the NS for the discrete weak form (DWF) and for the discrete adjoint weak form (DSAWF) While, the gradient projection method (GRPM), also called the gradient method (GRM), or the Frank Wolfe method (FRM) are used to minimize the discrete cost function (DCF) to find the DSCOC. Within these three methods, the Armijo step option (ARMSO) or the optimal step option (OPSO) are used to improve the discrete classical control (DSCC). Finally, some illustrative examples for the problem are given to show the accuracy and efficiency of the methods.
This paper is focused on studying the numerical solution (NUSO) for the discrete classical optimal control problem (DISCOPCP) ruled by a nonlinear hyperbolic boundary value problem (NHYBVP) with state constraints (SCONs). When the discrete classical control (DISCC) is given, the existence and uniqueness theorem for the discrete classical solution of the discrete weak form (DISWF) is proved. The proof for the existence theorem of the discrete classical optimal control (DISCOPC) and the necessary and sufficient conditions (NECOs and SUCOs) of the problem are given. Moreover. The DISCOPCP is found numerically from the Galerkin finite element method (GFE) for variable space and implicit finite difference scheme (IFD) for time variable (GFEIFDM) to find the NUSO of the DISWF and then the DISCOPC is found from solving the optimization problem (OPTP) (the minimum of discrete cost functional (DISCF)) by using the mixed Penalty method with the Gradient method (PGMTH), the Gradient projection method (PGPMTH) and the Frank Wolfe method (PFWMTH). Inside these three methods, the Armijo step option (ASO) is used to get a better direction of the optimal search. Finally, illustrative example for the problem is given to exam the accuracy and efficiency of these methods.
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