Numerical solution of optimal control problems with discrete-valued system parameters
type: Item
instance of: scholarly article
title: Numerical solution of optimal control problems with discrete-valued system parameters
zbMATH Open document ID: 1029.49028
DOI: 10.1023/A:1016526612434
author: W. R. Lee
author: Volker Rehbock
author: Louis Caccetta
author: Kok Lay Teo
published in: Journal of Global Optimization
publication date: 2003-03-23T00:00:00Z
review text: 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.
reviewed by: Rembert Reemtsen
Mathematics Subject Classification ID: 49M27
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 65L99
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 1886659
zbMATH Keywords: optimal control
zbMATH Keywords: discrete system parameters
zbMATH Keywords: algorithm
zbMATH Keywords: bilevel optimization
zbMATH Keywords: decomposition
describes a project that uses: OCCAL
describes a project that uses: MISER3
MaRDI profile type: Publication
full work available at URL: a:1016526612434
OpenAlex ID: W1528446247
description: scientific article; zbMATH DE number 1886659