Global search in a noncovex optimal control problem

A nonconvex optimal control problem with the Bolza objective functional is considered. The objective functional is specified by functions represented by the difference of two convex functions (Alexandrov functions). New necessary and sufficient global optimality conditions for minimizing sequences o...

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Veröffentlicht in:Journal of computer & systems sciences international 2013-11, Vol.52 (6), p.893-908
Hauptverfasser: Strekalovsky, A. S., Yanulevich, M. V.
Format: Artikel
Sprache:eng
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Zusammenfassung:A nonconvex optimal control problem with the Bolza objective functional is considered. The objective functional is specified by functions represented by the difference of two convex functions (Alexandrov functions). New necessary and sufficient global optimality conditions for minimizing sequences of controls are proved. These conditions provide the basis for a theoretical method for finding global optimal controls; the global convergence of this method is proved.
ISSN:1064-2307
1555-6530
DOI:10.1134/S1064230713060105