Geodesic
Global search in a nonconvex optimal control problem
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 45 (2005) no. 10, pp. 1785-1800 
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/
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Voir la notice de l'article provenant de la source Math-Net.Ru

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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