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          |  |  Cyclic coordinate descent in a class of bang–singular–bang problems
 
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 | Organization: | University of Oviedo | 
 | Department: | Department of Mathematics | 
 | Organization: | University of Oviedo | 
 | Department: | Department of Mathematics | 
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 | Journal of Computational and Applied Mathematics | 
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          |  |  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.
 
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