Branch-and-lift algorithm for deterministic global optimization in nonlinear optimal control (Q467420)

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Branch-and-lift algorithm for deterministic global optimization in nonlinear optimal control
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    Branch-and-lift algorithm for deterministic global optimization in nonlinear optimal control (English)
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    3 November 2014
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    The paper considers nonlinear optimal control problems. The authors develop a global optimal control algorithm based on a generic spatial branch-and-bound algorithm. A new lifting operation is introduced which refines the control parametrization via a Gram-Schmidt orthogonalization process, while at the same time eliminating control subregions that are either infeasible or cannot contain any global optima. They demonstrate the applicability of their new algorithm on a numerical case study.
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    nonlinear optimal control
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    branch-and-lift algorithm
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    spatial branch-and-bound algorithm
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    global optimization
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