A hybrid method for optimal discrete-valued control problems
In this paper, we present a new approach to solve a class of optimal discrete-valued control problems. This type of problem is first transformed into an equivalent two-level optimization problem involving a combination of a discrete optimization problem and a standard optimal control problem. The st...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Conference Paper |
| Published: |
Universal Academy Press
2007
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| Online Access: | http://hdl.handle.net/20.500.11937/26133 |
| _version_ | 1848751896892801024 |
|---|---|
| author | Wu, Changzhi Teo, Kok |
| author2 | M. Fukushima |
| author_facet | M. Fukushima Wu, Changzhi Teo, Kok |
| author_sort | Wu, Changzhi |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | In this paper, we present a new approach to solve a class of optimal discrete-valued control problems. This type of problem is first transformed into an equivalent two-level optimization problem involving a combination of a discrete optimization problem and a standard optimal control problem. The standard optimal control problem can be solved by existing optimal control software packages such as MISER 3.2. For the discrete optimization problem, a discrete filled function method is developed to solve it. A numerical example is solved to illustrate the efficiency of our method. |
| first_indexed | 2025-11-14T08:00:01Z |
| format | Conference Paper |
| id | curtin-20.500.11937-26133 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T08:00:01Z |
| publishDate | 2007 |
| publisher | Universal Academy Press |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-261332017-01-30T12:51:49Z A hybrid method for optimal discrete-valued control problems Wu, Changzhi Teo, Kok M. Fukushima In this paper, we present a new approach to solve a class of optimal discrete-valued control problems. This type of problem is first transformed into an equivalent two-level optimization problem involving a combination of a discrete optimization problem and a standard optimal control problem. The standard optimal control problem can be solved by existing optimal control software packages such as MISER 3.2. For the discrete optimization problem, a discrete filled function method is developed to solve it. A numerical example is solved to illustrate the efficiency of our method. 2007 Conference Paper http://hdl.handle.net/20.500.11937/26133 Universal Academy Press restricted |
| spellingShingle | Wu, Changzhi Teo, Kok A hybrid method for optimal discrete-valued control problems |
| title | A hybrid method for optimal discrete-valued control problems |
| title_full | A hybrid method for optimal discrete-valued control problems |
| title_fullStr | A hybrid method for optimal discrete-valued control problems |
| title_full_unstemmed | A hybrid method for optimal discrete-valued control problems |
| title_short | A hybrid method for optimal discrete-valued control problems |
| title_sort | hybrid method for optimal discrete-valued control problems |
| url | http://hdl.handle.net/20.500.11937/26133 |