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Global optimal control with the direct multiple shooting method

Holger Diedam (hdiedam***at***gmail.com)
Sebastian Sager (sager***at***ovgu.de)

Abstract: We 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.

Keywords: global optimization, optimal control, multiple shooting

Category 1: Global Optimization (Theory )

Category 2: Nonlinear Optimization (Systems governed by Differential Equations Optimization )

Category 3: Global Optimization (Applications )

Citation: Optimal Control Applications and Methods, Vol. 39 (2), pp. 449--470, 2017 DOI 10.1002/oca.2324 Article online https://onlinelibrary.wiley.com/doi/full/10.1002/oca.2324

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Entry Submitted: 05/11/2016
Entry Accepted: 05/17/2016
Entry Last Modified: 11/10/2020

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