A monotonic method for solving nonlinear optimal control problems

Julien Salomon (1) , Gabriel Turinici (1)

1 CEREMADE - CEntre de REcherches en MAthématiques de la DEcision

Initially introduced in the framework of quantum control, the so-called monotonic algorithms have shown excellent numerical results when dealing with various bilinear optimal control problems. This paper aims at presenting a unified formulation of such procedures and the intrinsic assumptions they require. In this framework, we prove the feasibility of the general algorithm. Finally, we explain how these assumptions can be relaxed.

Mots clés: Monotonic algorithms; nonlinear control; optimal control; non-convex optimization

Domaines: Optimisation et contrôle [math.OC]

Julien Salomon, Gabriel Turinici. A monotonic method for solving nonlinear optimal control problems. 2008. ⟨hal-00335297v1⟩