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On global search in nonconvex optimal control problems

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Abstract

Optimal control problems with a nonconvex quadratic functional of Lagrange are considered. On the base of global optimality conditions we develop a global search algorithm, one of the principal module of which is represented by special local search method. The results of computational testing presented.

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  1. Matrosov Institute for System Dynamics and Control Theory SB RAS, Lermontov st., 134, Irkutsk, 664033, Russia

    Alexander S. Strekalovsky & Maxim V. Yanulevich

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  1. Alexander S. Strekalovsky
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  2. Maxim V. Yanulevich
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Correspondence to Maxim V. Yanulevich.

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Strekalovsky, A.S., Yanulevich, M.V. On global search in nonconvex optimal control problems. J Glob Optim 65, 119–135 (2016). https://doi.org/10.1007/s10898-015-0321-4

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  • DOI: https://doi.org/10.1007/s10898-015-0321-4

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