Optimal control of switched nonlinear systems based on Interval Analysis Migrant PSO

Heavy computations and slow convergence in solving the optimal control problem for switched nonlinear systems is a major obstacle for traditional methods. In this paper we present a new approach for solving this problem, which is called Migrant Particle Swarm Optimization (Migrant PSO) based on Interval Analysis. Imitating the behavior of a flock of migrant birds, the Interval Analysis Migrant PSO applies naturally to both continuous and discrete spaces, in which definitive optimization algorithm and stochastic search method are combined. A new method based on interval analysis is applied to define the migration velocity function. The efficacy of the proposed algorithm is illustrated via a numerical example.