Applying the canonical dual theory in optimal control problems

作者：Zhu Jinghao^*; Wu Dan; Gao David

来源：Journal of Global Optimization, 2012, 54(2): 221-233.

DOI：10.1007/s10898-009-9474-3

• Optimal control
• Canonical dual method
• Global optimization

This paper presents some applications of the canonical dual theory in optimal control problems. The analytic solutions of several nonlinear and nonconvex problems are investigated by global optimizations. It turns out that the backward differential flow defined by the KKT equation may reach the globally optimal solution. The analytic solution to an optimal control problem is obtained via the expression of the co-state. Some examples are illustrated.

• 出版日期2012-10
• 单位美国弗吉尼亚理工大学(Virginia Tech); 同济大学