Geodesic
Global search in a nonconvex optimal control problem
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 45 (2005) no. 10, pp. 1785-1800

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The problem of controlling a linear system in order to maximize a convex terminal functional is considered. Local and global search algorithms are proposed, and their convergence is examined. The efficiency of the algorithms is demonstrated by computational experiments. 
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     author = {A. S. Strekalovsky and E. V. Sharankhaeva},
     title = {Global search in a nonconvex optimal control problem},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {1785--1800},
     publisher = {mathdoc},
     volume = {45},
     number = {10},
     year = {2005},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_10_a3/}
}
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A. S. Strekalovsky; E. V. Sharankhaeva. Global search in a nonconvex optimal control problem. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 45 (2005) no. 10, pp. 1785-1800. http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_10_a3/