A monotonic method for solving nonlinear optimal control problems with concave dependence on the state

Salomon, Julien; Turinici, Gabriel

Salomon, Julien; Turinici, Gabriel (2011), A monotonic method for solving nonlinear optimal control problems with concave dependence on the state, International Journal of Control, 84, 3, p. 551-562. http://dx.doi.org/10.1080/00207179.2011.562548

Type

Article accepté pour publication ou publié

External document link

http://hal.archives-ouvertes.fr/hal-00335297/en/

Date

2011

Journal name

International Journal of Control

Volume

Number

Publisher

Taylor & Francis

Pages

551-562

Abstract (EN)

Initially introduced in the framework of quantum control, the so-called monotonic algorithms have shown excellent numerical results when dealing with various bilinear optimal control problems. This paper aims at presenting a unified formulation of such procedures and the intrinsic assumptions they require. In this framework, we prove the feasibility of the general algorithm. Finally, we explain how these assumptions can be relaxed.

Subjects / Keywords

Monotonic algorithms; nonlinear control; optimal control; non-convex optimization