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.