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Interactive Optimization System
INTERACTIVE OPTIMIZATION SYSTEM N. N. Moiseev and Y. G. Evtushenko Comput£ng Centre of the USSR Academy of SC£ences, Moscow, USSR
Summary. An interactive optimization system is described which was developed for solving unconstrained minimization, nonlinear programming problems and optimal control problems. The system library of algorithms contains both novel and currently available methods. Significant extension and modifications to some of these were made in order to make them operate coherently and efficiently. A finite-dimensional representation of the control was used in order to formulate the general optimal control problems as a nonlinear program, which was solved by standard nonlinear programming algorithms. Some nonlinear programming and optimal control algorithms require the solution of additional unconstrained minimization problems. Any unconstrained minimization algorithms may be used in this ..case. A user can interact with the computer, monitor all system parameters, matching algorithms and their parameters to a given class of problems. The interactive capability of the computer system essentially improves, i.e. accelerates the speed of computation. The user's experience and intuition makes this process more efficient than in batch processing. A software-user interface has been created that effectively and efficiencly communicates via terminal between the user and computer in order t.omaximize user productivity. The interactive optimization ~stem is used for solving various real-life control problems. Examples are given. Several optimal control algorithms were modified for solving differential game problems, and the solution of R. Isaacs brachistochrone problem is presented.
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Summary. An interactive optimization system is described which was developed for solving unconstrained minimization, nonlinear programming problems and optimal control problems. The system library of algorithms contains both novel and currently available methods. Significant extension and modifications to some of these were made in order to make them operate coherently and efficiently. A finite-dimensional representation of the control was used in order to formulate the general optimal control problems as a nonlinear program, which was solved by standard nonlinear programming algorithms. Some nonlinear programming and optimal control algorithms require the solution of additional unconstrained minimization problems. Any unconstrained minimization algorithms may be used in this ..case. A user can interact with the computer, monitor all system parameters, matching algorithms and their parameters to a given class of problems. The interactive capability of the computer system essentially improves, i.e. accelerates the speed of computation. The user's experience and intuition makes this process more efficient than in batch processing. A software-user interface has been created that effectively and efficiencly communicates via terminal between the user and computer in order t.omaximize user productivity. The interactive optimization ~stem is used for solving various real-life control problems. Examples are given. Several optimal control algorithms were modified for solving differential game problems, and the solution of R. Isaacs brachistochrone problem is presented.
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