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: http://num-meth.srcc.msu.ru/english/zhurnal/tom_2010/v11r141.html
Дата изменения: Mon Nov 15 16:39:26 2010 Дата индексирования: Mon Oct 1 22:49:51 2012 Кодировка: |
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"Local search for nonconvex optimal control problems of Bolza" Strekalovsky A.S. |
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A nonconvex optimal control problem whose nonconvexity is generated by an integro-terminal objective functional is considered. A new local search method that allows obtaining a control process (x*(·), u*(·)) satisfying, in particular, Pontryagin's maximum principle is proposed. Some peculiar properties of convergence of the algorithm are studied. Furthermore, some preliminary numerical simulations have been conducted the results of which certify a rather competitive efficiency of the algorithm. Keywords: nonconvex optimal control problems, Pontryagin's maximum principle, local search algorithm
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| Strekalovsky A.S. e-mail: strekal@icc.ru - Institute for System Dynamics and Control Theory of SB RAS, Lermontov st., 134, Irkutsk, 664033, Russia |