Abstract

A conjugate gradient algorithm with strong Wolfe-Powell line search for distributed optimal control problem is proposed. The optimal system has been discussed in [1]. The proposed algorithm is employed to solve the problem in infinite dimensional function space. With low complexity, it is suitable for large-scale problem. The sufficient descent condition of conjugate gradient and the existence of iterative step are proved. The algorithm also has global convergence property and linear convergence rate. At last, numerical experiments are presented to illustrate the efficiency and the convergence rate of the proposed algorithm.

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