Global search in a noncovex optimal control problem (Q2017630)
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English | Global search in a noncovex optimal control problem |
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Global search in a noncovex optimal control problem (English)
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23 March 2015
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In this paper, the authors consider a nonlinear optimal control problem of the Bolza type. The problem is named ``nonconvex'', meaning the final cost and the Lagrangian are assumed to be a difference of two convex functions of the state. The authors derive a sequence of auxiliary problems and a convergence criterion, which guarantees the global optimality in this problem.
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noncovex optimal control problem
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global optimality
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