Numerical method of solving a linear problem on the minimum of resource consumption

Abstract

A simple algorithm for developing a quasioptimal control over resource consumption is considered. The control is used as an initial approach to an iterative procedure of computing an optimal control. A system of linear algebraic equations is derived which approximately relate increments of initial conditions of an adjoint system to increments of amplitudes of a quasioptimal control with respect to ultimate values. Local convergence of the computing process with a quadratic rate is proved, and the convergence radius is found. A condition for global convergence of the method is specified.