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A multimethod technique for solving optimal control problem

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Abstract

A multimethod algorithm for solving optimal control problems is implemented in the form of parallel iteration processes of optimization with the choice of the best approximation. The multimethod algorithm is based on a sequence of different methods to provide fast convergence to an optimal solution. Such a technology allows one to take into account some particularities of the problem at all stages of its solution process and improve the efficiency of optimal control search.

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Authors and Affiliations

  1. Institute for System Dynamics and Control Theory SB RAS, Irkutsk, Russia

    Alexander I. Tyatyushkin

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  1. Alexander I. Tyatyushkin
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Correspondence to Alexander I. Tyatyushkin.

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Tyatyushkin, A.I. A multimethod technique for solving optimal control problem. Optim Lett 6, 1335–1347 (2012). https://doi.org/10.1007/s11590-011-0408-x

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  • DOI: https://doi.org/10.1007/s11590-011-0408-x

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