Geodesic
Local search for nonconvex optimal control problems of Bolza
Numerical methods and programming, Tome 11 (2010) no. 4, pp. 344-350

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A nonconvex optimal control problem whose nonconvexity is generated by an integro-terminal objective functional is considered. A new local search method that allows obtaining a control process $(x_*(\cdot), u_*(\cdot))$ satisfying, in particular, Pontryagin's maximum principle is proposed. Some peculiar properties of convergence of the algorithm are studied. Furthermore, some preliminary numerical simulations have been conducted the results of which certify a rather competitive efficiency of the algorithm.
Keywords: nonconvex optimal control problems; Pontryagin's maximum principle; local search algorithm. 
@article{VMP_2010_11_4_a5,
     author = {A. S. Strekalovskii},
     title = {Local search for nonconvex optimal control problems of {Bolza}},
     journal = {Numerical methods and programming},
     pages = {344--350},
     publisher = {mathdoc},
     volume = {11},
     number = {4},
     year = {2010},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VMP_2010_11_4_a5/}
}
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A. S. Strekalovskii. Local search for nonconvex optimal control problems of Bolza. Numerical methods and programming, Tome 11 (2010) no. 4, pp. 344-350. http://geodesic.mathdoc.fr/item/VMP_2010_11_4_a5/