A manifold imbedding algorithm for optimization problems

  • Authors:
  • Y. Hontoir;J. B. Cruz, Jr.

  • Affiliations:
  • Coordinated Science Laboratory and Department of Electrical Engineering, University of Illinois, Urbana, Illinois 61801, U.S.A.;Coordinated Science Laboratory and Department of Electrical Engineering, University of Illinois, Urbana, Illinois 61801, U.S.A.

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 1972

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Abstract

A manifold imbedding algorithm is described for the solution of two-point boundary value problems arising in optimization problems. A one-parameter imbedding of the initial and terminal manifolds is introduced so that a member of the resulting imbedded class of problems has an immediate solution. This problem is the first of a finite sequence of problems including the original one as last element. By a continuation procedure, these problems are successively solved. In contrast to a previous imbedding technique for solving two-point boundary value problems, the system equations are left unchanged. Intermediate problems therefore keep their physical meaning and the choice of a proper imbedding is easier. Moreover, a reduction of computation time is achieved. The manifold imbedding method may be regarded as a variation of the Newton-Raphson iterative procedure characterized by an extended region of convergence. The resulting reduction of guesswork and the unified approach to a wide range of optimization problems are amongst the favorable features. The minimization of the transfer time of a low-thrust ion rocket between the orbits of Earth and Mars illustrates the application of the method.