Extension technology and extrema selections in a stochastic multistart algorithm for optimal control problems

  • Alexander Yu. GornovEmail author
  • Tatiana S. Zarodnyuk
  • Anton S. Anikin
  • Evgeniya A. Finkelstein


The paper proposes a method for finding the minimum value of a functional in nonlinear nonconvex optimal control problems. The method takes advantage of the hidden convexity property of the controlled differential equations systems. Application of the multistart idea with extrema selection procedures makes it possible to create software that does not strongly depend on the problem size and supplies additional information about the object under investigation. Three test problems are considered to show specific properties of using the stochastic multistart algorithm and extension numerical technology.


Optimal control Hidden convexity Global extremum Nonlinear system 



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Authors and Affiliations

  • Alexander Yu. Gornov
    • 1
    Email author
  • Tatiana S. Zarodnyuk
    • 1
  • Anton S. Anikin
    • 1
  • Evgeniya A. Finkelstein
    • 1
  1. 1.Matrosov Institute for Systems Dynamics and Control Theory of SB RASIrkutskRussia

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