Applying the canonical dual theory in optimal control problems

Authors:
Jinghao Zhu;Dan Wu;David Gao
Affiliations:
Department of Applied Mathematics, Tongji University, Shanghai, China;Department of Mathematics, Tongji University, Shanghai, China;Department of Mathematics, Virginia Tech, Blacksburg, USA
Venue:
Journal of Global Optimization
Year:
2012

Citing 6
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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.