Global optimal control with the direct multiple shooting method

  • Holger Diedam
  • Sebastian Sager
    • Categories Global Optimization Applications, Global Optimization Theory, Systems governed by Differential Equations Optimization Tags , , Short URL: https://optimization-online.org/?p=13970

    We propose to solve global optimal control problems with a new algorithm that is based on Bock's direct multiple shooting method. We provide conditions and numerical evidence for a significant overall runtime reduction compared to the standard single shooting approach.

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    Optimal Control Applications and Methods, Vol. 39 (2), pp. 449--470, 2017 DOI 10.1002/oca.2324 Article online https://onlinelibrary.wiley.com/doi/full/10.1002/oca.2324

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