12,950 research outputs found
An hybrid system approach to nonlinear optimal control problems
We consider a nonlinear ordinary differential equation and want to control
its behavior so that it reaches a target by minimizing a cost function. Our
approach is to use hybrid systems to solve this problem: the complex dynamic is
replaced by piecewise affine approximations which allow an analytical
resolution. The sequence of affine models then forms a sequence of states of a
hybrid automaton. Given a sequence of states, we introduce an hybrid
approximation of the nonlinear controllable domain and propose a new algorithm
computing a controllable, piecewise convex approximation. The same way the
nonlinear optimal control problem is replaced by an hybrid piecewise affine
one. Stating a hybrid maximum principle suitable to our hybrid model, we deduce
the global structure of the hybrid optimal control steering the system to the
target
The turnpike property in finite-dimensional nonlinear optimal control
Turnpike properties have been established long time ago in finite-dimensional
optimal control problems arising in econometry. They refer to the fact that,
under quite general assumptions, the optimal solutions of a given optimal
control problem settled in large time consist approximately of three pieces,
the first and the last of which being transient short-time arcs, and the middle
piece being a long-time arc staying exponentially close to the optimal
steady-state solution of an associated static optimal control problem. We
provide in this paper a general version of a turnpike theorem, valuable for
nonlinear dynamics without any specific assumption, and for very general
terminal conditions. Not only the optimal trajectory is shown to remain
exponentially close to a steady-state, but also the corresponding adjoint
vector of the Pontryagin maximum principle. The exponential closedness is
quantified with the use of appropriate normal forms of Riccati equations. We
show then how the property on the adjoint vector can be adequately used in
order to initialize successfully a numerical direct method, or a shooting
method. In particular, we provide an appropriate variant of the usual shooting
method in which we initialize the adjoint vector, not at the initial time, but
at the middle of the trajectory
Computationally Efficient Trajectory Optimization for Linear Control Systems with Input and State Constraints
This paper presents a trajectory generation method that optimizes a quadratic
cost functional with respect to linear system dynamics and to linear input and
state constraints. The method is based on continuous-time flatness-based
trajectory generation, and the outputs are parameterized using a polynomial
basis. A method to parameterize the constraints is introduced using a result on
polynomial nonpositivity. The resulting parameterized problem remains
linear-quadratic and can be solved using quadratic programming. The problem can
be further simplified to a linear programming problem by linearization around
the unconstrained optimum. The method promises to be computationally efficient
for constrained systems with a high optimization horizon. As application, a
predictive torque controller for a permanent magnet synchronous motor which is
based on real-time optimization is presented.Comment: Proceedings of the American Control Conference (ACC), pp. 1904-1909,
San Francisco, USA, June 29 - July 1, 201
Progressive construction of a parametric reduced-order model for PDE-constrained optimization
An adaptive approach to using reduced-order models as surrogates in
PDE-constrained optimization is introduced that breaks the traditional
offline-online framework of model order reduction. A sequence of optimization
problems constrained by a given Reduced-Order Model (ROM) is defined with the
goal of converging to the solution of a given PDE-constrained optimization
problem. For each reduced optimization problem, the constraining ROM is trained
from sampling the High-Dimensional Model (HDM) at the solution of some of the
previous problems in the sequence. The reduced optimization problems are
equipped with a nonlinear trust-region based on a residual error indicator to
keep the optimization trajectory in a region of the parameter space where the
ROM is accurate. A technique for incorporating sensitivities into a
Reduced-Order Basis (ROB) is also presented, along with a methodology for
computing sensitivities of the reduced-order model that minimizes the distance
to the corresponding HDM sensitivity, in a suitable norm. The proposed reduced
optimization framework is applied to subsonic aerodynamic shape optimization
and shown to reduce the number of queries to the HDM by a factor of 4-5,
compared to the optimization problem solved using only the HDM, with errors in
the optimal solution far less than 0.1%
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