In this paper, a new method for the computation of the optimal step in gradient algorithms for a class of linear quadratic optimal control problems is presented. This method improves the convergence of the gradient algorithms and is optimal, i.e., it outperforms any other step searching scheme in the above class of problems.

Issue Section:
Technical Briefs
Topics:
Optimal control, Gradient methods, Computation
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Copyright © 1993
 by The American Society of Mechanical Engineers
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