Global optimal control with the direct multiple shooting method
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: Submitted to OCAM.
Entry Submitted: 05/11/2016
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