Branch-and-lift algorithm for deterministic global optimization in nonlinear optimal control

This paper presents a branch-and-lift algorithm for solving optimal control problems with smooth nonlinear dynamics and potentially nonconvex objective and constraint functionals to guaranteed global optimality. This algorithm features a direct sequential method and builds upon a generic, spatial branch-and-bound algorithm. A new operation, called lifting, is introduced, which refines the control parameterization via a Gram-Schmidt orthogonalization process, while simultaneously eliminating control subregions that are either infeasible or that provably cannot contain any global optima. Conditions are given under which the image of the control parameterization error in the state space contracts exponentially as the parameterization order is increased, thereby making the lifting operation efficient. A computational technique based on ellipsoidal calculus is also developed that satisfies these conditions. The practical applicability of branch-and-lift is illustrated in a numerical example. © 2013 Springer Science+Business Media New York

Functional sets with typed symbols: Framework and mixed Polynotopes for hybrid nonlinear reachability and filtering

Verification and synthesis of Cyber-Physical Systems (CPS) are challenging and still raise numerous issues so far. In this paper, an original framework with mixed sets defined as function images of symbol type domains is first proposed. Syntax and semantics are explicitly distinguished. Then, both continuous (interval) and discrete (signed, boolean) symbol types are used to model dependencies through linear and polynomial functions, so leading to mixed zonotopic and polynotopic sets. Polynotopes extend sparse polynomial zonotopes with typed symbols. Polynotopes can both propagate a mixed encoding of intervals and describe the behavior of logic gates. A functional completeness result is given, as well as an inclusion method for elementary nonlinear and switching functions. A Polynotopic Kalman Filter (PKF) is then proposed as a hybrid nonlinear extension of Zonotopic Kalman Filters (ZKF). Bridges with a stochastic uncertainty paradigm are outlined. Finally, several discrete, continuous and hybrid numerical examples including comparisons illustrate the effectiveness of the theoretical results.Comment: 21 pages, 8 figure

Guaranteed methods based on constrained zonotopes for set-valued state estimation of nonlinear discrete-time systems

This paper presents new methods for set-valued state estimation of nonlinear discrete-time systems with unknown-but-bounded uncertainties. A single time step involves propagating an enclosure of the system states through the nonlinear dynamics (prediction), and then enclosing the intersection of this set with a bounded-error measurement (update). When these enclosures are represented by simple sets such as intervals, ellipsoids, parallelotopes, and zonotopes, certain set operations can be very conservative. Yet, using general convex polytopes is much more computationally demanding. To address this, this paper presents two new methods, a mean value extension and a first-order Taylor extension, for efficiently propagating constrained zonotopes through nonlinear mappings. These extend existing methods for zonotopes in a consistent way. Examples show that these extensions yield tighter prediction enclosures than zonotopic estimation methods, while largely retaining the computational benefits of zonotopes. Moreover, they enable tighter update enclosures because constrained zonotopes can represent intersections much more accurately than zonotopes.Comment: This includes the supplement "Supplementary material for: Guaranteed methods based on constrained zonotopes for set-valued state estimation of nonlinear discrete-time systems

Lagrangian Reachtubes: The Next Generation

We introduce LRT-NG, a set of techniques and an associated toolset that computes a reachtube (an over-approximation of the set of reachable states over a given time horizon) of a nonlinear dynamical system. LRT-NG significantly advances the state-of-the-art Langrangian Reachability and its associated tool LRT. From a theoretical perspective, LRT-NG is superior to LRT in three ways. First, it uses for the first time an analytically computed metric for the propagated ball which is proven to minimize the ball's volume. We emphasize that the metric computation is the centerpiece of all bloating-based techniques. Secondly, it computes the next reachset as the intersection of two balls: one based on the Cartesian metric and the other on the new metric. While the two metrics were previously considered opposing approaches, their joint use considerably tightens the reachtubes. Thirdly, it avoids the "wrapping effect" associated with the validated integration of the center of the reachset, by optimally absorbing the interval approximation in the radius of the next ball. From a tool-development perspective, LRT-NG is superior to LRT in two ways. First, it is a standalone tool that no longer relies on CAPD. This required the implementation of the Lohner method and a Runge-Kutta time-propagation method. Secondly, it has an improved interface, allowing the input model and initial conditions to be provided as external input files. Our experiments on a comprehensive set of benchmarks, including two Neural ODEs, demonstrates LRT-NG's superior performance compared to LRT, CAPD, and Flow*.Comment: 12 pages, 14 figure