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

Luis Froilán Bayón Arnau , Pedro Fortuny Ayuso , José Aurelio Otero Corte, Pedro María Suárez Rodríguez , María del Carmen Tasis Montes

• 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.