Open-loop optimal controller design using variational iteration method (Q2453241)

Variational iterative methods are used frequently for solving differential equations. But there are few papers with applications of variational iterative methods to optimal control problems. The authors design a variational iteration algorithm for solving finite-time open-loop unconstrained and constrained optimal control problems. At each iteration step, the Hamiltonian equation is solved iteratively for the state and adjoint variables by solving a nonlinear two-point boundary value problem. Depending on the nature of the optimal control problem, an analytical, an approximate analytical or a numerical version of the variational iterative method are used. This could be an alternative to the shooting method used frequently, as the authors mention. The convergence of the method is shown. The applicability and performance of the method are demonstrated for four optimal control problems with ordinary differential equations using approximate analytical and numerical solutions via the variational iteration method.