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Tunneling Algorithm for Solving Nonconvex Optimal Control Problems

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Optimization, Simulation, and Control

Part of the book series: Springer Optimization and Its Applications ((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.

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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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Authors and Affiliations

  1. Institute for System Dynamics and Control Theory SB RAS, 134 Lermontov St., 664033, Irkutsk, Russia

    Alexander Yurievich Gornov & Tatiana Sergeevna Zarodnyuk

Authors
  1. Alexander Yurievich Gornov
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  2. Tatiana Sergeevna Zarodnyuk
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Corresponding author

Correspondence to Tatiana Sergeevna Zarodnyuk .

Editor information

Editors and Affiliations

  1. , Institute of Mathematics, National University of Mongolia, University Street 1, Ulaanbaatar, 210646, Erdenet, Mongolia

    Altannar Chinchuluun

  2. , Department of Industrial & Systems Engin, University of Florida, Weil Hall 401, Gainesville, 32611, Florida, USA

    Panos M. Pardalos

  3. The School of Economic Studies, Dept.of Mathematics & Computer Science, National University of Mongolia, Ulaanbaatar, 210646, Mongolia

    Rentsen Enkhbat

  4. , Centre for Process Systems Engineering, Imperial College London, South Kensington Campus, London, SW7 2AZ, United Kingdom

    E. N. Pistikopoulos

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Gornov, A.Y., Zarodnyuk, T.S. (2013). Tunneling Algorithm for Solving Nonconvex Optimal Control Problems. In: Chinchuluun, A., Pardalos, P., Enkhbat, R., Pistikopoulos, E. (eds) Optimization, Simulation, and Control. Springer Optimization and Its Applications, vol 76. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-5131-0_18

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