Abstract

The paper proposes a method for finding the minimum value of a functional in nonlinear nonconvex optimal control problems. The method takes advantage of the hidden convexity property of the controlled differential equations systems. Application of the multistart idea with extrema selection procedures makes it possible to create software that does not strongly depend on the problem size and supplies additional information about the object under investigation. Three test problems are considered to show specific properties of using the stochastic multistart algorithm and extension numerical technology.

中文翻译：

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随机多启动算法中的扩展技术和极值选择，用于最优控制问题

摘要

提出了一种在非线性非凸最优控制问题中求函数最小值的方法。该方法利用了受控微分方程系统的隐藏凸性。将多起点思想与极值选择过程一起使用，可以创建不严重依赖问题大小的软件，并提供有关所研究对象的其他信息。考虑了三个测试问题，以显示使用随机多启动算法和扩展数值技术的特定属性。