Numerical Solution of Optimal Control Problems with Discrete-Valued System Parameters

  • Authors:

  • W. R. Lee;V. Rehbock;L. Caccetta;K. L. Teo

  • Affiliations:

  • Department of Mathematics & Statistics, Curtin University of Technology, GPO Box U 1987, Perth 6845, Australia;Department of Mathematics & Statistics, Curtin University of Technology, GPO Box U 1987, Perth 6845, Australia;Department of Mathematics & Statistics, Curtin University of Technology, GPO Box U 1987, Perth 6845, Australia;Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 2002

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Abstract

In this paper, we propose a new approach to solve a class of optimal control problems involving discrete-valued system parameters. The basic idea is to formulate a problem of this type as a combination of a discrete global optimization problem and a standard optimal control problem, and then solve it using a two-level approach. Numerical results show that the proposed method is efficient and capable of finding optimal or near optimal solutions.