The Sequential Linear Quadratic Programming Algorithm for Solving Dynamic Optimization Problems - a review.

1995 ◽  
Vol 19 (1) ◽  
pp. S495-S500
Author(s):  
S St[oslash]ren
Keyword(s):  
Quadratic Programming ◽  
Dynamic Optimization ◽  
Optimization Problems ◽  
Programming Algorithm ◽  
Dynamic Optimization Problems ◽  
Linear Quadratic

scholarly journals A class of linear quadratic dynamic optimization problems with state dependent constraints

2019 ◽  
Vol 91 (2) ◽  
pp. 325-355 ◽  
Author(s):  
Rajani Singh ◽  
Agnieszka Wiszniewska-Matyszkiel
Keyword(s):  
Optimal Control ◽  
Dynamic Optimization ◽  
Optimization Problems ◽  
Renewable Resource ◽  
Forest Harvesting ◽  
Theoretical Point ◽  
Dynamic Optimization Problems ◽  
Linear Quadratic ◽  
Linear Quadratic Optimal Control ◽  
State Dependent

Abstract In this paper, we analyse a wide class of discrete time one-dimensional dynamic optimization problems—with strictly concave current payoffs and linear state dependent constraints on the control parameter as well as non-negativity constraint on the state variable and control. This model suits well economic problems like extraction of a renewable resource (e.g. a fishery or forest harvesting). The class of sub-problems considered encompasses a linear quadratic optimal control problem as well as models with maximal carrying capacity of the environment (saturation). This problem is also interesting from theoretical point of view—although it seems simple in its linear quadratic form, calculation of the optimal control is nontrivial because of constraints and the solutions has a complicated form. We consider both the infinite time horizon problem and its finite horizon truncations.

An algorithm comparison for dynamic optimization problems

2012 ◽  
Vol 12 (10) ◽  
pp. 3176-3192 ◽  
Author(s):  
Ignacio G. del Amo ◽  
David A. Pelta ◽  
Juan R. González ◽  
Antonio D. Masegosa
Keyword(s):  
Dynamic Optimization ◽  
Optimization Problems ◽  
Dynamic Optimization Problems ◽  
Algorithm Comparison
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