Cyclic coordinate descent in a class of bang–singular–bang problems

• L. Bayón ^[1] ; P. Fortuny Ayuso ^[1] ; J.A. Otero ^[1] ; P.M. Suárez ^[1] ; C. Tasis ^[1]
  1. [1] Universidad de Oviedo

     Universidad de Oviedo

     Oviedo, España

     
• Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 291, Nº 1 (1 January 2016), 2016, págs. 304-316
• Idioma: inglés
• DOI: 10.1016/j.cam.2015.03.003
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• Resumen

  • In this paper, we study a class of optimal control problems inspired by the hydroelectric context. These problems model a continuous production process with several interrelated pre-set availability inputs in a finite time interval with production functions which are linear with respect to the consumption rate over time.

    It constitutes a bang–singular–bang control problem, which we solve using a cyclic coordinate descent strategy combined with a suitable adaptation of the shooting method. Finally, the proposed algorithm is implemented using the Mathematica package and applied to a hydraulic optimization problem in which the potential of the algorithm is evidenced.