ON THE NUMERICAL SOLUTION TO OPTIMAL CONTROLPROBLEMS WITH NON-LOCAL CONDITIONS

Özet

Optimal control problems involving non-separated multipoint and integralconditions are investigated. For numerical solution to the problem, we propose to usefirst order optimization methods with application of the formulas for the gradient of thefunctional obtained in the work. To solve the adjoint boundary problems, we propose anapproach. This approach makes it possible to reduce solving initial boundary problemsto solving supplementary Cauchy problems and a linear algebraic system of equations.Results of numerical experiments are given.