Local search for nonconvex optimal control problems of Bolza



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.

Author Biography

A.S. Strekalovsky


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How to Cite

Стрекаловский А.С. Local Search for Nonconvex Optimal Control Problems of Bolza // Numerical Methods and Programming (Vychislitel’nye Metody i Programmirovanie). 2010. 11. 344-350



Section 1. Numerical methods and applications