A MODIFIED ALGORITHM OF ITERATIVE DYNAMIC-PROGRAMMING

The method of Iterative Dynamic Programming (IDP) was developed by LUUS [1]. In this study a modified algorithm will be introduced. Its capacity will be tested in a highly nonlinear optimization problem. The modified algorithm yields the global optimum for this optimization problem with a higher probability than the original algorithm. Fewer points in the control grid are needed to calculate the global optimum, thus reducing calculation time. Furthermore, a linear reduction of the contraction factor accelerates the calculation in this example by 15%.