Abstract:
A nonconvex optimal control problem for a linear-in-state system of ordinary
differential equations with a terminal objective functional given by the
difference of two convex functions is considered. New local and global search
algorithms are tested. A special generating method of linear-quadratic
test optimal control problems is developed. The testing results confirm the
efficiency of the proposed algorithms.
Keywords:nonconvex optimal control problems; locally and globally optimal processes; local and global search algorithms.