Lipschitz global optimization methods in control problems

Authors:
D. E. Kvasov;Ya. D. Sergeyev
Affiliations:
Lobachevsky State University, Nizhni Novgorod, Russia and Calabria University, Rende, Italy;Lobachevsky State University, Nizhni Novgorod, Russia and Calabria University, Rende, Italy
Venue:
Automation and Remote Control
Year:
2013

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Abstract

Many control problems involve the search for the global extremum in the space of states or the parameters of the system under study, which leads to the necessity of using effective methods of global finite-dimensional optimization. For this purpose use can be made of the geometric algorithms of Lipschitz global optimization, which are developed by the authors. A brief review of these algorithms is presented and they are compared with some algorithms of global search that are often used in technical practice. Numerical experiments are performed on a few known examples of applied multiextremal problems.