Lee, W. R.; Rehbock, V.; Caccetta, L.; Teo, K. L. Numerical solution of optimal control problems with discrete-valued system parameters. (English) Zbl 1029.49028 J. Glob. Optim. 23, No. 3-4, 233-244 (2002). 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. Reviewer: Rembert Reemtsen (Cottbus) Cited in 1 Document MSC: 49M27 Decomposition methods 65K05 Numerical mathematical programming methods 65L99 Numerical methods for ordinary differential equations 90C30 Nonlinear programming Keywords:optimal control; discrete system parameters; algorithm; bilevel optimization; decomposition Software:OCCAL; MISER3 PDFBibTeX XMLCite \textit{W. R. Lee} et al., J. Glob. Optim. 23, No. 3--4, 233--244 (2002; Zbl 1029.49028) Full Text: DOI