Abstract
A multilevel optimization approach for the numerical solution of optimal control problems is proposed. It is shown that optimal control problems involving ordinary differential equations can be easily cast into a form which allows optimization over two levels. At the upper level, optimization with respect to the state variables is carried out while optimization with respect to the control variables occurs at the lower level. We calculate the gradients of the upper level optimization problems and show how feasibility for the lower level optimization problems can be maintained. Several numerical studies show that the proposed method can result in significant savings of computation time. Furthermore, it is ideally suited to implementation in a parallel programming environment.
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© 2001 Springer Science+Business Media Dordrecht
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Rehbock, V. (2001). Multilevel Optimization of Optimal Control Problems. In: Yang, X., Teo, K.L., Caccetta, L. (eds) Optimization Methods and Applications. Applied Optimization, vol 52. Springer, Boston, MA. https://doi.org/10.1007/978-1-4757-3333-4_7
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DOI: https://doi.org/10.1007/978-1-4757-3333-4_7
Publisher Name: Springer, Boston, MA
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