乘法最优控制问题

E. Rentsen, Bayartugs Tamjav, Ulziibayar Vandandoo
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引用次数: 0

摘要

本文研究一类线性微分方程系统的乘法最优控制问题。证明了在可行集上正定义的两个凹函数的积是拟凹的。它允许我们从拟凸最大化理论和算法的角度来考虑原问题。全局最优性条件使用目标函数的水平集和凸规划作为子问题。目标函数是两个凹函数的乘积。我们考虑目标泛函的最小化。该问题是一个非凸最优控制问题,使用Pontriyagin原理并不能保证找到全局最优控制。基于全局最优性条件,提出了一种求解全局最小化问题的算法。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Multiplicative Optimal Control Problem
In this paper, we consider a multiplicative optimal control problem subject to a system of linear differential equation.It has been shown that product of two concave functions defined positively over a feasible set is quasiconcave. It allows us to consider the original problem from a view point of quasiconvex maximization theory and algorithm. Global optimality conditions use level set of the objective function and convex programming as subproblem. The objective function is product of two concave functions. We consider minimization of the objective functional. The problem is nonconvex optimal control and application of Pontriyagin’s principle does not always guarantee finding a global optimal control. Based on global optimality conditions, we develop an algorithm for solving the minimization problem globally.
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