- Title
- Applying the canonical dual theory in optimal control problems
- Creator
- Zhu, Jinghao; Wu, Dan; Gao, David
- Date
- 2012
- Type
- Text; Journal article
- Identifier
- http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/74670
- Identifier
- vital:7008
- Identifier
-
https://doi.org/10.1007/s10898-009-9474-3
- Identifier
- ISSN:0925-5001
- Abstract
- This paper presents some applications of the canonical dual theory in optimal control problems. The analytic solutions of several nonlinear and nonconvex problems are investigated by global optimizations. It turns out that the backward differential flow defined by the KKT equation may reach the globally optimal solution. The analytic solution to an optimal control problem is obtained via the expression of the co-state. Some examples are illustrated.
- Relation
- Journal of global optimization Vol. 54, no. 2 (2012), p. 221-233
- Rights
- © Springer International Publishing AG, Part of Springer Science+Business Media
- Rights
- No open access
- Rights
- This metadata is freely available under a CCO license
- Subject
- 0102 Applied Mathematics; 0802 Computation Theory and Mathematics; 0103 Numerical and Computational Mathematics; Optimal control; Canonical dual method; Global optimization
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