A MODIFIED ALGORITHM OF ITERATIVE DYNAMIC-PROGRAMMING

The method of Iterative Dynamic Programming (IDP) was developed by LUU S [1]. In this study a modified algorithm will be introduced. Its capa city will be tested in a highly nonlinear optimization problem. The mo dified algorithm yields the global optimum for this optimization probl em with a higher probability than the original algorithm. Fewer points in the control grid are needed to calculate the global optimum, thus reducing calculation time. Furthermore, a linear reduction of the cont raction factor accelerates the calculation in this example by 15%.