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

L. Bayon
Organization: University of Oviedo
Department: Department of Mathematics
P. Fortuny Ayuso
J. A. Otero
P. M. Suarez
Organization: University of Oviedo
Department: Department of Mathematics
C. Tasis
Journal / Anthology

Journal of Computational and Applied Mathematics
Year: 2016
Volume: 291
Page range: 304-316

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.

*Applied Mathematics
*Applied Mathematics > Computer Science