A numerical method for nonconvex multi-objective optimal control problems
Author(s) -
C. Yalçın Kaya,
Helmut Maurer
Publication year - 2013
Publication title -
computational optimization and applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.028
H-Index - 78
eISSN - 1573-2894
pISSN - 0926-6003
DOI - 10.1007/s10589-013-9603-2
Subject(s) - mathematics , optimal control , mathematical optimization , singular control , sequence (biology) , multi objective optimization , grid , boundary (topology) , pareto optimal , bang–bang control , control (management) , computer science , mathematical analysis , genetics , geometry , artificial intelligence , biology
International audienceA numerical method is proposed for constructing an approximation of the Pareto front of nonconvex multi-objective optimal control problems. First, a suitable scalarization technique is employed for the multi-objective optimal control problem. Then by using a grid of scalarization parameter values, i.e., a grid of weights, a sequence of single-objective optimal control problems are solved to obtain points which are spread over the Pareto front. The technique is illustrated on problems involving tumor anti-angiogenesis and a fed-batch bioreactor, which exhibit bang-bang, singular and boundary types of optimal control. We illustrate that the Bolza form, the traditional scalarization in optimal control, fails to represent all the compromise, i.e., Pareto optimal, solutions
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