IDEAS home Printed from https://ideas.repec.org/a/spr/jglopt/v76y2020i3d10.1007_s10898-019-00821-x.html
   My bibliography  Save this article

Extension technology and extrema selections in a stochastic multistart algorithm for optimal control problems

Author

Listed:
  • Alexander Yu. Gornov

    (Matrosov Institute for Systems Dynamics and Control Theory of SB RAS)

  • Tatiana S. Zarodnyuk

    (Matrosov Institute for Systems Dynamics and Control Theory of SB RAS)

  • Anton S. Anikin

    (Matrosov Institute for Systems Dynamics and Control Theory of SB RAS)

  • Evgeniya A. Finkelstein

    (Matrosov Institute for Systems Dynamics and Control Theory of SB RAS)

Abstract

The paper proposes a method for finding the minimum value of a functional in nonlinear nonconvex optimal control problems. The method takes advantage of the hidden convexity property of the controlled differential equations systems. Application of the multistart idea with extrema selection procedures makes it possible to create software that does not strongly depend on the problem size and supplies additional information about the object under investigation. Three test problems are considered to show specific properties of using the stochastic multistart algorithm and extension numerical technology.

Suggested Citation

  • Alexander Yu. Gornov & Tatiana S. Zarodnyuk & Anton S. Anikin & Evgeniya A. Finkelstein, 2020. "Extension technology and extrema selections in a stochastic multistart algorithm for optimal control problems," Journal of Global Optimization, Springer, vol. 76(3), pages 533-543, March.
    • Handle: RePEc:spr:jglopt:v:76:y:2020:i:3:d:10.1007_s10898-019-00821-x
    DOI: 10.1007/s10898-019-00821-x
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10898-019-00821-x
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s10898-019-00821-x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Alexander Yu. Gornov & Tatiana S. Zarodnyuk & Taras I. Madzhara & Anna V. Daneeva & Irina A. Veyalko, 2013. "A Collection of Test Multiextremal Optimal Control Problems," Springer Optimization and Its Applications, in: Altannar Chinchuluun & Panos M. Pardalos & Rentsen Enkhbat & E. N. Pistikopoulos (ed.), Optimization, Simulation, and Control, edition 127, pages 257-274, Springer.
    2. Alexander Yurievich Gornov & Tatiana Sergeevna Zarodnyuk, 2013. "Tunneling Algorithm for Solving Nonconvex Optimal Control Problems," Springer Optimization and Its Applications, in: Altannar Chinchuluun & Panos M. Pardalos & Rentsen Enkhbat & E. N. Pistikopoulos (ed.), Optimization, Simulation, and Control, edition 127, pages 289-299, Springer.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.

      Corrections

      All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jglopt:v:76:y:2020:i:3:d:10.1007_s10898-019-00821-x. See general information about how to correct material in RePEc.

      If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

      If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

      If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

      For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

      Please note that corrections may take a couple of weeks to filter through the various RePEc services.

      IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.