Applying the canonical dual theory in optimal control problems

Applying the canonical dual theory in optimal control problems

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Article ID: iaor20126006
Volume: 54
Issue: 2
Start Page Number: 221
End Page Number: 233
Publication Date: Oct 2012
Journal: Journal of Global Optimization
Authors: , ,
Keywords: control
Abstract:

This paper presents some applications of the canonical dual theory in optimal control problems. The analytic solutions of several nonlinear and nonconvex problems are investigated by global optimizations. It turns out that the backward differential flow defined by the KKT equation may reach the globally optimal solution. The analytic solution to an optimal control problem is obtained via the expression of the co‐state. Some examples are illustrated.

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