关键词: 动态优化, 边值固定, 罚函数, 分级优化

Abstract: For solving dynamic optimization problems with fixed boundary, a novel strategy named as graded optimization was developed. It had two alternative schemes, of which the one was to deal with the constraint of fixed boundary prior to objective optimization, while the other one was to treat them in the reversed procedure. By using this strategy a fixed boundary problem was reduced to a series of free boundary problems that could be solved by using existing,sophisticated optimization methods. For boxing constraint of control, trigonometric function transformation was developed to achieve an unconstrained problem. Graded optimization had the abilities to avoid the demerits of penalty function strategy. Case studies showed that graded optimization could meet fixed boundary requirements with reasonable accuracy and trigonometric function transformation was feasible.

Key words: 动态优化, 边值固定, 罚函数, 分级优化