A Variation Evolving Method for Optimal Control

Abstract

A new method for the optimal solutions is proposed. Originating from the continuous-time dynamics stability theory in the control field, the optimal solution is anticipated to be obtained in an asymptotically evolving way. By introducing a virtual dimension, the variation time, a dynamic system that describes the variation motion is deduced from the Optimal Control Problem (OCP), and the optimal solution is its equilibrium point. Through this method, the intractable OCP is transformed to the Initial-value Problem (IVP) and it may be solved with mature Ordinary Differential Equation (ODE) numerical integration methods. Especially, the deduced dynamic system is globally stable, so any initial value will evolve to the extremal solution ultimately.

arXiv comment14 pages, 8 figures, this paper may also fit the catalogue of "Mathmatics/Optimization and Control"

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