A novel continuous genetic algorithm for the solution of optimal control problems

In this paper, the Continuous Genetic Algorithm (CGA), previously developed by the principal author, is applied for the solution of optimal control problems. The optimal control problem is formulated as an optimization problem by the direct minimization of the performance index subject to constraints, and is then solved using CGA. In general, CGA uses smooth operators and avoids sharp jumps in the parameter values. This novel approach possesses two main advantages when compared to other existing direct and indirect methods that either suffer from low accuracy or lack of robustness. First, our method can be applied to optimal control problems without any limitation on the nature of the problem, the number of control signals, and the number of mesh points. Second, high accuracy can be achieved where the performance index is globally minimized while satisfying the constraints. The applicability and efficiency of the proposed novel algorithm for the solution of different optimal control problems is investigated. Copyright © 2010 John Wiley & Sons, Ltd.