Algorithm for Solving Linear Problem of Minimizing Resources Consumption

G.V. Shevchenko (Russia)


Optimal control, attainability region, conjugate system, simplex, adjacent simplex, overlapping.


An iterative algorithm for solving a linear problem of resources consumption has been proposed. The method is characterized applying support properties of convex sets and approximating them by families of adjacent simplicies. Most of the proposed methods are numerically unstable when a given final time T closes to an optimal time Topt for moving a controlled system from initial state to given final state. The described algorithm is numerically stable. Convergence for the algorithm has been proved.

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