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Tunneling Algorithm for Solving Nonconvex Optimal Control Problems

  • Alexander Yurievich Gornov
  • Tatiana Sergeevna Zarodnyuk
Chapter
Part of the Springer Optimization and Its Applications book series (SOIA, volume 76)

Abstract

This chapter considers a new method of search for the global extremum in a nonlinear nonconvex optimal control problem. The method employs a curvilinear search technique to implement the tunneling phase of the algorithm. Local search in the minimization phase is carried out with the standard algorithm that combines the methods of conjugate and reduced gradients.

The software implementation of the suggested tunneling algorithm was tested on a collection of nonconvex optimal control problems and demonstrated efficiency of the this approach.

Key words

Optimal control Global optimization Tunneling methods Curvilinear search 

Notes

Acknowledgements

This work is partly supported by Grants N 12-01-00193 and N 10-01-00595 of the Russian Foundation for Basic Research.

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Copyright information

© Springer Science+Business Media New York 2013

Authors and Affiliations

  • Alexander Yurievich Gornov
    • 1
  • Tatiana Sergeevna Zarodnyuk
    • 1
  1. 1.Institute for System Dynamics and Control Theory SB RASIrkutskRussia

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