Quasilinearization, Boundary-Value Problems and Linear Programming.

by Richard Ernest Bellman, H. H. Natsuyama, Robert E. Kalaba


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Quasilinearization provides an effective computational tool for the solution of a wide class of nonlinear two-point and multi-point boundary-value problems; e.g., Euler equations, orbit determination, partial differential equations, vectorcardiology and system identification. As a rule, the method of least squares is used when the number of conditions which the solution of a system of differential equations must satisfy exceeds the number of available constants. This Memorandum shows how to use to advantage the minimax criterion in conjunction with standard linear programming codes, instead of the usual method of least squares. (See also RM-3212, RM-4138.) 10 pp.

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