Article ID: | iaor201530391 |
Volume: | 70 |
Issue: | 11 |
Start Page Number: | 2652 |
End Page Number: | 2660 |
Publication Date: | Dec 2015 |
Journal: | Computers and Mathematics with Applications |
Authors: | Veliov V M |
Keywords: | error analysis, gradient projection, optimal control |
The paper presents a numerical procedure for solving a class of optimal control problems for heterogeneous systems. The latter are described by parameterized systems of ordinary differential equations, coupled by integrals along the parameter space. Such problems arise in economics, demography, epidemiology, management of biological resources, etc. The numerical procedure includes discretization and a gradient projection method for solving the resulting discrete problem. A main point of the paper is the performed error analysis, which is based on the property of metric regularity of the system of necessary optimality conditions associated with the considered problem.