The method of Monotone Structural Evolution for dynamic optimization of switched systems

The paper presents application of the Monotone Structural Evolution (MSE) to dynamic optimization of switched systems. The MSE is a direct computational method of optimal control which automatically identifies the optimal structure. Its distinctive feature is that the decision space undergoes gradual evolution, driven by the discrepancy from the Maximum Principle conditions. The approach is illustrated with two examples: the benchmark fishing problem, and a three-mode problem with right-hand sides linear in the state.