Geodesic
On solving nonconvex optimal control problems with a terminal
Numerical methods and programming, Tome 11 (2010) no. 3, pp. 269-280

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A nonconvex optimal control problem for a linear-in-state system of ordinary differential equations with a terminal objective functional given by the difference of two convex functions is considered. New local and global search algorithms are tested. A special generating method of linear-quadratic test optimal control problems is developed. The testing results confirm the efficiency of the proposed algorithms.
Keywords: nonconvex optimal control problems; locally and globally optimal processes; local and global search algorithms. 
@article{VMP_2010_11_3_a7,
     author = {A. S. Strekalovskii and M. V. Yanulevich},
     title = {On solving nonconvex optimal control problems with a terminal},
     journal = {Numerical methods and programming},
     pages = {269--280},
     publisher = {mathdoc},
     volume = {11},
     number = {3},
     year = {2010},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VMP_2010_11_3_a7/}
}
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A. S. Strekalovskii; M. V. Yanulevich. On solving nonconvex optimal control problems with a terminal. Numerical methods and programming, Tome 11 (2010) no. 3, pp. 269-280. http://geodesic.mathdoc.fr/item/VMP_2010_11_3_a7/