A filled function method for optimal discrete-valued control problems

作者：Wu C Z^*; Teo K L; Rehbock V

来源：Journal of Global Optimization, 2009, 44(2): 213-225.

DOI：10.1007/s10898-008-9319-5

• Discrete-valued control
• Optimal control
• Parametrization
• Filled function

In this paper, we present a new approach to solve a class of optimal discrete-valued control problems. This type of problem is first transformed into an equivalent two-level optimization problem involving a combination of a discrete optimization problem and a standard optimal control problem. The standard optimal control problem can be solved by existing optimal control software packages such as MISER 3.2. For the discrete optimization problem, a discrete filled function method is developed to solve it. A numerical example is solved to illustrate the efficiency of our method.

• 出版日期2009-6
• 单位重庆师范大学