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Journal of Global Optimization

, Volume 54, Issue 2, pp 221–233 | Cite as

Applying the canonical dual theory in optimal control problems

  • Jinghao Zhu
  • Dan Wu
  • David Gao
Article

Abstract

This paper presents some applications of the canonical dual theory in optimal control problems. The analytic solutions of several nonlinear and nonconvex problems are investigated by global optimizations. It turns out that the backward differential flow defined by the KKT equation may reach the globally optimal solution. The analytic solution to an optimal control problem is obtained via the expression of the co-state. Some examples are illustrated.

Keywords

Optimal control Canonical dual method Global optimization 

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Copyright information

© Springer Science+Business Media, LLC. 2009

Authors and Affiliations

  1. 1.Department of Applied MathematicsTongji UniversityShanghaiChina
  2. 2.Department of MathematicsTongji UniversityShanghaiChina
  3. 3.Department of MathematicsVirginia TechBlacksburgUSA

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