The Sequential Quadratic Hamiltonian Method: Solving Optimal Control Problems

The SQH method is a novel numerical optimization procedure for solving optimal control problems governed by differential models. It is based on the Pontryagin maximum principle and can be used to solve a variety of nonsmooth ODE control problems, relaxed ODE control problems, stochastic control problems, mixed-integer control problems, PDE control problems, inverse PDE problems, differential Nash game problems, and problems related to residual neural networks. This book is suitable for undergraduate and graduate students and researchers in sciences and engineering.

Format: Hardback
Length: 250 pages
Publication date: 09 May 2023
Publisher: Taylor & Francis Ltd

The sequential quadratic hamiltonian (SQH) method is a groundbreaking numerical optimization technique for tackling optimal control problems governed by differential models. It is rooted in the characterization of optimal controls within the framework of the Pontryagin maximum principle (PMP). This method offers immense potential for further development in various directions.

In "The Sequential Quadratic Hamiltonian Method: Solving Optimal Control Problems," the authors delve into the analysis and practical applications of the SQH method in solving a wide range of nonsmooth ODE control problems, relaxed ODE control problems, stochastic control problems, mixed-integer control problems, PDE control problems, inverse PDE problems, differential Nash game problems, and problems related to residual neural networks. This book serves as a valuable resource for undergraduate and graduate students, providing a comprehensive introduction to the SQH method and its applications.

Furthermore, it serves as a valuable reference for researchers in sciences and engineering who aim to advance the SQH method or utilize it as a powerful numerical tool for solving complex optimal control problems and exploring the Pontryagin maximum principle on new optimization challenges.

One of the key features of this book is its comprehensive coverage of mathematical and computational aspects related to optimal control problems. It discusses various differential models of interest across different disciplines, making it accessible to a broad audience. The authors provide insights into the theoretical foundations and practical considerations of the SQH method, enabling readers to grasp its principles and apply them effectively to solve real-world optimization problems.

In addition, the book is accompanied by comprehensive codes that enable readers to apply the SQH method to solve a diverse array of optimal control and optimization problems. These codes provide a hands-on approach to learning and implementing the method, allowing students and researchers to gain practical experience and build their skills in this field.

Overall, "The Sequential Quadratic Hamiltonian Method: Solving Optimal Control Problems" is a must-read for anyone interested in optimal control theory and its applications. It offers a comprehensive and up-to-date introduction to the SQH method, providing valuable insights and practical guidance for both students and researchers. With its extensive coverage, accompanied by codes, this book is an invaluable resource for advancing the field of optimal control and solving complex optimization problems.

Dimension: 234 x 156 (mm)
ISBN-13: 9780367715526