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Numerical Methods for Optimal Control with Binary Control Functions Applied to a Lotka-Volterra Type Fishing Problem

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Part of the book series: Lecture Notes in Economics and Mathematical Systems ((LNE,volume 563))

Summary

We investigate possibilities to deal with optimal control problems that have special integer restrictions on the time dependent control functions, namely to take only the values of 0 or 1 on given time intervals. A heuristic penalty term homotopy and a Branch and Bound approach are presented, both in the context of the direct multiple shooting method for optimal control. A tutorial example from population dynamics is introduced as a benchmark problem for optimal control with 0 –1 controls and used to compare the numerical results of the different approaches.

Work supported by the Deutsche Forschungsgemeinschaft (DFG) within the graduate program Complex Processes: Modeling, Simulation and Optimization.

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Sager, S., Bock, H.G., Diehl, M., Reinelt, G., Schloder, J.P. (2006). Numerical Methods for Optimal Control with Binary Control Functions Applied to a Lotka-Volterra Type Fishing Problem. In: Seeger, A. (eds) Recent Advances in Optimization. Lecture Notes in Economics and Mathematical Systems, vol 563. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-28258-0_17

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