Global search in a noncovex optimal control problem

被引:0
|
作者
A. S. Strekalovsky
M. V. Yanulevich
机构
[1] Russian Academy of Sciences,Institute for System Dynamics and Control Theory, Siberian Branch
来源
Journal of Computer and Systems Sciences International | 2013年 / 52卷
关键词
Optimal Control Problem; System Science International; Global Search; Local Search Method; Numerical Sequence;
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摘要
A nonconvex optimal control problem with the Bolza objective functional is considered. The objective functional is specified by functions represented by the difference of two convex functions (Alexandrov functions). New necessary and sufficient global optimality conditions for minimizing sequences of controls are proved. These conditions provide the basis for a theoretical method for finding global optimal controls; the global convergence of this method is proved.
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页码:893 / 908
页数:15
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