The L-curve in regularisation of optimal control computation

Authors

  • F. Benyah
  • L.S. Jennings

DOI:

https://doi.org/10.21914/anziamj.v40i0.456

Abstract

We define the L-curve for a regularised solution of an optimal control problem, and give a method for computing and locating an optimal regularisation parameter, corresponding to the L-curve's corner . The regularisation parameter corresponding to this corner yields a smoother control function, with only a slight change in the value of the objective. Implementation in the optimal control software MISER3, and computations of test examples are discussed.

Published

1998-11-20

Issue

Section

Articles for Electronic Supplement