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Numerical solution of optimal control problems with discrete-valued system parameters. (English) Zbl 1029.49028

A new technique is suggested to solve a class of optimal control problems which are governed by ordinary differential equations and involve discrete-valued system parameters. For that, the problem is decomposed into a bilevel optimization problem, where the ‘upper’ problem is a purely discrete optimization problem, which can be solved by any suitable discrete optimization method, and the ‘lower’ problem is a standard optimal control problem with fixed system parameters, for which likewise a variety of solvers is available. For solution of the upper level problem, especially a simulated annealing approach with memory is developed. A small numerical example illustrates the new approach.

MSC:

49M27 Decomposition methods
65K05 Numerical mathematical programming methods
65L99 Numerical methods for ordinary differential equations
90C30 Nonlinear programming

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OCCAL; MISER3
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