next up previous
Next: Bibliography

Application of Magnus methods in optimal control

Jörg Wensch

Fachbereich Mathematik und Informatik, Universität Halle, 06099 Halle, Germany
wensch@mathematik.uni-halle.de
http://www.mathematik.uni-halle.de/~wensch
Contributed talk


The time optimal control of a multibody system is solved by an indirect method via the Pontryagin Maximium Principle. When the equations are linear in the control variables then the control is of bang-bang type. The resulting problem is a two point boundary value problem with switching functions. This problem ist solved by a shooting method where the adjoint equations are discretized by a magnus method.




Ernst Hairer
2002-05-19