Article ID: | iaor2013561 |
Volume: | 74 |
Issue: | 1 |
Start Page Number: | 1 |
End Page Number: | 11 |
Publication Date: | Jan 2013 |
Journal: | Automation and Remote Control |
Authors: | Verkhozina I |
Keywords: | programming: linear, optimization |
The article deals with the development of a computational algorithm for the solution of a linear‐in‐control problem of optimal control with the unbounded set of speeds. The basis for the development of the algorithm is a multiple application of the transformation method that makes it possible to reduce the initial problem to an equivalent nondegenerate problem. The relaxation of the obtained algorithm is proved.