Optimal Open-Loop Control of Discrete Deterministic Systems by Application of the Perch School Metaheuristic Optimization Algorithm

A new hybrid metaheuristic method for optimizing the objective function on a parallelepiped set of admissible solutions is proposed. It mimics behavior school river perch when looking food. The algorithm uses ideas several methods: frog-leaping method, migration algorithms, cuckoo and path-relinking procedure. As an application, wide class problems finding optimal control deterministic discrete dynamical systems with nonseparable performance criterion chosen. For this optimization problems, it difficult to apply maximum principle its generalizations as necessary optimality condition Bellman equation sufficient condition. desire extend be solved trajectory bundles stochastic leads need use not only classical adaptive random search procedures, but also approaches combining algorithms swarm intelligence methods. efficiency demonstrated analysis performed by solving problems: two (Luus–Tassone LiHaimes) five classic linear known exact solutions.