A derivative-free approach to optimal control problems with piecewise constant Mayer cost function

Abstract: A piecewise constant Mayer cost function is used to model optimal control problems in which the state space is partitioned into several regions, each having its own Mayer cost value. In such a context, the standard numerical methods used in optimal control theory naturally fail, due to the discontinuities and the null gradients associated with the Mayer cost function. In this paper an hybrid numerical method, based on both derivative-free optimization and smooth optimization techniques, is proposed to solve this class of problems. Numerical simulations are performed on some standard control systems to show the efficiency of the hybrid method, where NOMAD and IPOPT are used as, respectively, derivative-free optimization and smooth optimization solvers.