Iterative optimization algorithms for discrete-continuous processes

We propose a series of approximate and iterative optimizational methods for discrete‐continuous processes based on Krotov’s sufficient optimality conditions. Iterations are constructed by localizing the global optimality conditions and Krotov’s minimax scheme with various approximations. The very concept of a discrete‐continuous system and the corresponding optimality conditions and algorithms represent a convenient formalism to study a wide class of complex systems and processes, in particular, magistral solutions of singular problems that are significantly non‐uniform in structure.