Guaranteed Control of Sampled Switched Systems using Semi-Lagrangian Schemes and One-Sided Lipschitz Constants

In this paper, we propose a new method for ensuring formally that a controlled trajectory stay inside a given safety set S for a given duration T. Using a finite gridding X of S, we first synthesize, for a subset of initial nodes x of X , an admissible control for which the Euler-based approximate trajectories lie in S at t $\in$ [0,T]. We then give sufficient conditions which ensure that the exact trajectories, under the same control, also lie in S for t $\in$ [0,T], when starting at initial points 'close' to nodes x. The statement of such conditions relies on results giving estimates of the deviation of Euler-based approximate trajectories, using one-sided Lipschitz constants. We illustrate the interest of the method on several examples, including a stochastic one

Global optimal control of perturbed systems

We propose a new numerical method for the computation of the optimal value function of perturbed control systems and associated globally stabilizing optimal feedback controllers. The method is based on a set oriented discretization of state space in combination with a new algorithm for the computation of shortest paths in weighted directed hypergraphs. Using the concept of a multivalued game, we prove convergence of the scheme as the discretization parameter goes to zero

Deflation for semismooth equations

Variational inequalities can in general support distinct solutions. In this paper we study an algorithm for computing distinct solutions of a variational inequality, without varying the initial guess supplied to the solver. The central idea is the combination of a semismooth Newton method with a deflation operator that eliminates known solutions from consideration. Given one root of a semismooth residual, deflation constructs a new problem for which a semismooth Newton method will not converge to the known root, even from the same initial guess. This enables the discovery of other roots. We prove the effectiveness of the deflation technique under the same assumptions that guarantee locally superlinear convergence of a semismooth Newton method. We demonstrate its utility on various finite- and infinite-dimensional examples drawn from constrained optimization, game theory, economics and solid mechanics.Comment: 24 pages, 3 figure