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.
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This research was partly supported by the National Science Foundation of China under grants No.10671145.
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Zhu, J., Wu, D. & Gao, D. Applying the canonical dual theory in optimal control problems. J Glob Optim 54, 221–233 (2012). https://doi.org/10.1007/s10898-009-9474-3
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DOI: https://doi.org/10.1007/s10898-009-9474-3