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Evolution of structure for direct control optimization

Maciej SzymkatAdam Korytowski — 2007

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

The paper presents the Monotone Structural Evolution, a direct computational method of optimal control. Its distinctive feature is that the decision space undergoes gradual evolution in the course of optimization, with changing the control parameterization and the number of decision variables. These structural changes are based on an analysis of discrepancy between the current approximation of an optimal solution and the Maximum Principle conditions. Two particular implementations, with spike and...

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