Locally deforming continuation method based on a shooting method for a class of optimal control problems

Abstract

ABSTRACT This paper proposes a new continuation method for solving optimal control problems. The proposed method is based on a shooting method. In the proposed method, a cost function of an optimal control problem is locally deformed to find the solution of the problem in a stable way. This paper also analyses a relationship between the variation of the continuation parameter and the proximity of the solutions before and after a deformation in the proposed method. The obtained relation provides guidance on how to deform the continuation parameter. The effectiveness of this method is confirmed through numerical examples.