Local search for nonconvex optimal control problems of Bolza
Keywords:nonconvex optimal control problems, Pontryagin’s maximum principle, local search algorithm
A nonconvex optimal control problem whose nonconvexity is generated by an integro-terminal objective functional is considered. A new local search method that allows obtaining a control process (x*(·), u*(·)) satisfying, in particular, Pontryagin’s maximum principle is proposed. Some peculiar properties of convergence of the algorithm are studied. Furthermore, some preliminary numerical simulations have been conducted the results of which certify a rather competitive efficiency of the algorithm.
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