A filled function method for optimal discrete-valued control problems

被引：0
|
作者：
C. Z. Wu
K. L. Teo
V. Rehbock
机构：
[1] Chongqing Normal University,Department of Mathematics
[2] Curtin University of Technology,Department of Mathematics and Statistics
来源：
Journal of Global Optimization | 2009年 / 44卷
关键词：
Discrete-valued control; Optimal control; Parametrization; Filled function;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, we present a new approach to solve a class of optimal discrete-valued control problems. This type of problem is first transformed into an equivalent two-level optimization problem involving a combination of a discrete optimization problem and a standard optimal control problem. The standard optimal control problem can be solved by existing optimal control software packages such as MISER 3.2. For the discrete optimization problem, a discrete filled function method is developed to solve it. A numerical example is solved to illustrate the efficiency of our method.
引用
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页码：213 / 225
页数：12
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