Global optimal control with the direct multiple shooting method
Copyright policy )Global optimal control with the direct multiple shooting method
SummaryWe propose to solve global optimal control problems with a new algorithm that is based on Bock's direct multiple shooting method. We provide conditions and numerical evidence for a significant overall runtime reduction compared to the standard single shooting approach.
ddc:510, Methods involving semicontinuity and convergence; relaxation, global optimization, interval arithmetics, nonconvex dynamics, multiple shooting, ddc:519, 530, second-order sensitivity, 510, 519, fourth-order convergence, optimal control, Existence theories for optimal control problems involving ordinary differential equations, Other numerical methods in calculus of variations, info:eu-repo/classification/ddc/519.6, Sensitivity, stability, well-posedness, single shooting
ddc:510, Methods involving semicontinuity and convergence; relaxation, global optimization, interval arithmetics, nonconvex dynamics, multiple shooting, ddc:519, 530, second-order sensitivity, 510, 519, fourth-order convergence, optimal control, Existence theories for optimal control problems involving ordinary differential equations, Other numerical methods in calculus of variations, info:eu-repo/classification/ddc/519.6, Sensitivity, stability, well-posedness, single shooting
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