Robust Evolutionary Programming Technique for Optimal Control Problems

Optimal control problems are notoriously difficult to solve either analytically or numerically except for limited cases of having simple dynamics. Evolutionary programming is a promising method of solving various optimal control problem arising in practice since it does not require the expression of Lagrange´s adjoint system and that it can easily implement the inequality constraints on the control variable, In this paper, evolutionary programming is combined with spline method, so the smoother control profile and the Jumping times could be obtained. The optimal profiles obtained by the proposed method are compared with exact solution if it is available. With more complicated model equation, the proposed method showed better performance than other researchers´. It is demonstrated that the evolutionary programming with spline method can ...