全局优化方法在最优控制中的应用

Solution to Optimal Control Problems by Global Optimization

摘要:

利用球约束下的全局优化的Canonical对偶方法得到了一类最优控制问题的离散解.首先经过一系列数学处理得到与原问题相应的球约束下的全局优化问题,然后利用Canonical正则空间上的微分系统方法寻找全局最优解.最后应用该方法求解两个例子.

Abstract:

This paper concerns the discrete solution to an optimal control problem by canonical duality theory on the global optimization over a box. With the discrete formulation by mathematical methods, the optimal control problem is converted into the global optimization. A discrete solution is presented to the optimal control problem by using the differential system on the canonical multiplier space. Two examples are illustrated.