TITLE:
Global Optimization for Solving Linear Non-Quadratic Optimal Control Problems
AUTHORS:
Jinghao Zhu
KEYWORDS:
Linear Non-Quadratic Optimal Control, Pontryagin Principle, Global Optimization, Hamiltonian Differential Boundary Value Problem
JOURNAL NAME:
Journal of Applied Mathematics and Physics,
Vol.4 No.10,
October
13,
2016
ABSTRACT: This paper presents a global optimization approach to solving linear non-quadratic optimal control problems. The main work is to construct a differential flow for finding a global minimizer of the Hamiltonian function over a Euclid space. With the Pontryagin principle, the optimal control is characterized by a function of the adjoint variable and is obtained by solving a Hamiltonian differential boundary value problem. For computing an optimal control, an algorithm for numerical practice is given with the description of an example.