Applications of a New Dual Approach in Global Optimization and Optimal Control Problem

This paper presents a novel approach based on canonical dual theory to discuss global optimization and nonlinear optimal control problems. By introducing a differential flow on the dual feasible space, a set of complete solutions is given regardless of convexity or nonconvexity of the original problem. Meanwhile, applications to a class of linear quadratic optimal control problems are discussed. An analytical form of the optimal control is expressed.