|Table of Contents|

Global Optimization of Optimal Control Problems Based on Simulated Annealing

《南京理工大学学报》(自然科学版)[ISSN:1005-9830/CN:32-1397/N]

Issue:
2005年02期
Page:
144-148
Research Field:
Publishing date:

Info

Title:
Global Optimization of Optimal Control Problems Based on Simulated Annealing
Author(s):
LUO Ya-zhongTANG Guo-jinTIAN Lei
College of Aerospace and Materials Engineering, National University of Defense Technology, Changsha 410073, China
Keywords:
opt imal control global optimizat ion simulated annealing
PACS:
TP273
DOI:
-
Abstract:
The parameterized problem of optimal control problem is always a non-convex, high-dimension nonlinear constrained one, and the classical nonlinear programming algorithms are subject to poor convergence and local solution for solving the parameterized optimal control problem. In order to overcome these problems, the opt imal control problem was conversed into a parameter optimization one by multiple parameterized methods, and the indifferentiable accurate penalty function was to deal with constraints.The simulated annealing with good global convergence ability was adopted to solve the parameter optimization problem. The numerical results from the solut ion to the two classical optimal control problems including a time-optimal problem and a fue-l optimal problem show that the simulated annea-l ing has high global convergence reliability, and its performance is superior to the genetic algorithm and the classical opt imization algorithms such as sequential quadratic programming.

References:

[ 1] David G. Conv ersion of optimal control problems into parameter optimization problems [ J] . Jour nal of Guidance, Cont rol and Dynamics, 1997, 20( 1) : 57- 60.
[ 2 ] Kir kpatr ick S, Gelatt C, Vecchi M. Optimization by simulated annealing [ J] . Science, 1983( 220) : 671- 680.
[ 3] 张光澄. 最优控制的计算方法[ M] . 成都: 成都科技大学出版社, 1991. [ 4] 陈小前. 飞行器总体优化设计理论与应用研究[ D] . 长沙: 国防科技大学航天与材料工程学院, 2001.
[ 5] 张怡, 冯春, 胡鹏飞. 基于进化规则的时间最优控制问题求解[ J] . 西南交通大学学报, 2002, 17( 5) : 553- 556
[ 6] Lu Ping, Khan M. Nonsmoot h trajector y optimizatio n: An appr oach using cont inuous simulated annealing [ J] . Journal of Guidance, Control and Dynamics, 1994, 17 ( 4) : 685- 691.
[ 7] 王凌. 智能优化算法及其应用[ M] . 北京: 清华大学出版社, 2001.
[ 8] 刘静, 李兴国, 吴文. Costas 跳频雷达运动补偿中的模拟退火算法[ J] . 南京理工大学学报, 2004, 28( 4) : 380 - 384.
[ 9] 赵瑞安, 吴方. 非线性最优化理论和方法[M ] . 杭州: 浙江科学技术出版社, 1992.
[ 10] Schittkowski K. NLPQL: A FORTRAN subroutine solving constrained nonlinear programming problems[ J] . Annals of Operations Research, 1986, 5: 485- 500.
[ 11] Michalew icz Z, Janikow C, Krawczyk J. A modified genetic algorithm for optimal control problems[ J] . Comput Math Appl, 1992, 23( 12) : 83- 94.

Memo

Memo:
-
Last Update: 2013-05-23