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Journal of Control Science and Engineering
Volume 2009, Article ID 202094, 5 pages
Research Article

Solution to an Optimal Control Problem via Canonical Dual Method

1Department of Applied Mathematics, Tongji University, Shanghai 200092, China
2Department of Mathematics, Tongji University, Shanghai 200092, China

Received 14 June 2009; Accepted 1 September 2009

Academic Editor: George Gang Yin

Copyright © 2009 Jinghao Zhu and Jiani Zhou. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


The analytic solution to an optimal control problem is investigated using the canonical dual method. By means of the Pontryagin principle and a transformation of the cost functional, the optimal control of a nonconvex problem is obtained. It turns out that the optimal control can be expressed by the costate via canonical dual variables. Some examples are illustrated.