| Pesch, H.J., "Off-line and on-line computation of optimal trajectories in the aerospace field". Proc. 12th Course in Applied Mathematics in the aerospace field, Erice, 1991. |
.... state and costate, reducing the optimality system to a two points (in the simplest case) boundary value problem (TPBVP) which can be solved by a multiple shooting algorithm (Stoer and Burlirsch [15] The advantages of each method have been discussed thoroughly by many authors, among them Pesch [11]. It is recognized that multiple shooting is most effective when the starting point (for the state and costate) is good. In terms of complexity, this algorithm is optimal in the sense that the computational effort is (in the case of an integration scheme of order 1) proportional to the number of ....
Pesch, H.J., "Off-line and on-line computation of optimal trajectories in the aerospace field". Proc. 12th Course in Applied Mathematics in the aerospace field, Erice, 1991.
....and direct shooting methods (cf. 3] 6] 13] 14] These methods have shown to be efficient, reliable and robust in solving real life problems. If very high accuraccy is required then the indirect multiple shooting method is the choice [4] A survey of efficient methods is given in [11]. Efficient methods for the solution of the mentioned parameter identification problems are based on multiple shooting in combination with generalized Gauss Newton or adapted SQPmethods (cf. 2] 7] These identification algorithms only require some functions of the states y(t) and no ....
Pesch, H. J.: Off-line and on-line computation of optimal trajectories in the aerospace field. To appear in: A. Miele et al. (eds.): Applied Mathematics in Aerospace Science and Engineering (New York: Plenum Publishing Corp., 1994).
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