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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… Click to show full abstract
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.
Journal Title: Journal of Global Optimization
Year Published: 2020
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