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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2021 Volume 61, Number 2, Pages 189–205 (Mi zvmmf11193)

This article is cited in 2 papers

Optimal control

Multimethod algorithms for solving complicated optimal control problems

A. I. Tyatyushkin

Matrosov Institute for System Dynamics and Control Theory of Siberian Branch of Russian Academy of Sciences, Irkutsk

Abstract: Optimal control problems with terminal conditions without control constraints, problems with a free right trajectory end and with control constraints, and optimization problems with parameters and parameter and control constraints are considered. For each of these classes of problems, multimethod algorithms involving numerical optimal control methods that are most efficient for the given class are designed. The performance of the proposed algorithms is demonstrated using numerical solutions of complicated real-world problems.

Key words: multimethod optimization algorithms, optimal control, problems with parameters, gradient methods, maximum principle, numerical methods, iteration.

UDC: 519.68

Received: 19.12.2019
Revised: 20.08.2020
Accepted: 16.09.2020

DOI: 10.31857/S0044466921020137


 English version:
Computational Mathematics and Mathematical Physics, 2021, 61:2, 177–193

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© Steklov Math. Inst. of RAS, 2024