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

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
84
Number
3
Publisher
Taylor & Francis
Pages
551-562
Publication identifier
http://dx.doi.org/10.1080/00207179.2011.562548
Metadata
Show full item record
Author(s)
Salomon, Julien
Turinici, Gabriel cc
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

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