The Computational Kleinman-Newton Method in Solving Nonlinear Nonquadratic Control Problems


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Virginia Tech


This thesis deals with non-linear non-quadratic optimal control problems in an autonomous system and a related iterative numerical method, the Kleinman-Newton method, for solving the problem. The thesis proves the local convergence of Kleinman-Newton method using the contraction mapping theorem and then describes how this Kleinman-Newton method may be used to numerically solve for the optimal control and the corresponding solution. In order to show the proof and the related numerical work, it is necessary to review some of earlier work in the beginning of Chapter 1 [Zhang], and to introduce the Kleinman-Newton method at the end of the chapter. In Chapter 2 we will demonstrate the proof. In Chapter 3 we will show the related numerical work and results.



Nonlinear Nonquadratic Control, Hamiltonian Function, Adjoint Equation, Fixed Point Theorem, Contraction, Interpolation