Search for optimal sailing policy

A dynamic programming model has been formulated to derive the minimal time sailing route for a vessel to sail from an origin to a destination, while passing n different segments in which deterministic wind conditions prevail. Turning times and crossing wind-lines were considered. A discrete computer solution procedure was programmed that had to cope with ranges of inadmissibility of the continuous decision variables caused by inability to sail at certain angles around a facing wind. Binary search method and iterative refinement schemes were applied to reduce calculation times to the order of magnitude of one minute, while obtaining sufficient accuracy. Numerical examples are provided. Sensitivity analysis has indicated robust behavior of the best derived solutions with respect to changes in the values of the different parameters. Despite of numerical validation the best derived solution is not termed optimal, as optimality was not been proven mathematically.