A hybrid method for optimal discrete-valued control problems
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In this paper, we present a new approach to solve a class of optimal discrete-valued control problems. This type of problem is first transformed into an equivalent two-level optimization problem involving a combination of a discrete optimization problem and a standard optimal control problem. The standard optimal control problem can be solved by existing optimal control software packages such as MISER 3.2. For the discrete optimization problem, a discrete filled function method is developed to solve it. A numerical example is solved to illustrate the efficiency of our method.
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