Tunneling Algorithm for Solving Nonconvex Optimal Control Problems
Alexander Yurievich Gornov () and
Tatiana Sergeevna Zarodnyuk ()
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Alexander Yurievich Gornov: Institute for System Dynamics and Control Theory SB RAS
Tatiana Sergeevna Zarodnyuk: Institute for System Dynamics and Control Theory SB RAS
A chapter in Optimization, Simulation, and Control, 2013, pp 289-299 from Springer
Abstract:
Abstract This chapter considers a new method of search for the global extremum in a nonlinear nonconvex optimal control problem. The method employs a curvilinear search technique to implement the tunneling phase of the algorithm. Local search in the minimization phase is carried out with the standard algorithm that combines the methods of conjugate and reduced gradients. The software implementation of the suggested tunneling algorithm was tested on a collection of nonconvex optimal control problems and demonstrated efficiency of the this approach.
Keywords: Optimal control; Global optimization; Tunneling methods; Curvilinear search (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-1-4614-5131-0_18
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DOI: 10.1007/978-1-4614-5131-0_18
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