22,386 research outputs found
Strong Stationarity Conditions for Optimal Control of Hybrid Systems
We present necessary and sufficient optimality conditions for finite time
optimal control problems for a class of hybrid systems described by linear
complementarity models. Although these optimal control problems are difficult
in general due to the presence of complementarity constraints, we provide a set
of structural assumptions ensuring that the tangent cone of the constraints
possesses geometric regularity properties. These imply that the classical
Karush-Kuhn-Tucker conditions of nonlinear programming theory are both
necessary and sufficient for local optimality, which is not the case for
general mathematical programs with complementarity constraints. We also present
sufficient conditions for global optimality.
We proceed to show that the dynamics of every continuous piecewise affine
system can be written as the optimizer of a mathematical program which results
in a linear complementarity model satisfying our structural assumptions. Hence,
our stationarity results apply to a large class of hybrid systems with
piecewise affine dynamics. We present simulation results showing the
substantial benefits possible from using a nonlinear programming approach to
the optimal control problem with complementarity constraints instead of a more
traditional mixed-integer formulation.Comment: 30 pages, 4 figure
On Weak Topology for Optimal Control of Switched Nonlinear Systems
Optimal control of switched systems is challenging due to the discrete nature
of the switching control input. The embedding-based approach addresses this
challenge by solving a corresponding relaxed optimal control problem with only
continuous inputs, and then projecting the relaxed solution back to obtain the
optimal switching solution of the original problem. This paper presents a novel
idea that views the embedding-based approach as a change of topology over the
optimization space, resulting in a general procedure to construct a switched
optimal control algorithm with guaranteed convergence to a local optimizer. Our
result provides a unified topology based framework for the analysis and design
of various embedding-based algorithms in solving the switched optimal control
problem and includes many existing methods as special cases
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
On Minimum-time Paths of Bounded Curvature with Position-dependent Constraints
We consider the problem of a particle traveling from an initial configuration
to a final configuration (given by a point in the plane along with a prescribed
velocity vector) in minimum time with non-homogeneous velocity and with
constraints on the minimum turning radius of the particle over multiple regions
of the state space. Necessary conditions for optimality of these paths are
derived to characterize the nature of optimal paths, both when the particle is
inside a region and when it crosses boundaries between neighboring regions.
These conditions are used to characterize families of optimal and nonoptimal
paths. Among the optimality conditions, we derive a "refraction" law at the
boundary of the regions that generalizes the so-called Snell's law of
refraction in optics to the case of paths with bounded curvature. Tools
employed to deduce our results include recent principles of optimality for
hybrid systems. The results are validated numerically.Comment: Expanded version of paper in Automatic
Optimal Control for a Class of Infinite Dimensional Systems Involving an -term in the Cost Functional
An optimal control problem with a time-parameter is considered. The
functional to be optimized includes the maximum over time-horizon reached by a
function of the state variable, and so an -term. In addition to the
classical control function, the time at which this maximum is reached is
considered as a free parameter. The problem couples the behavior of the state
and the control, with this time-parameter. A change of variable is introduced
to derive first and second-order optimality conditions. This allows the
implementation of a Newton method. Numerical simulations are developed, for
selected ordinary differential equations and a partial differential equation,
which illustrate the influence of the additional parameter and the original
motivation.Comment: 21 pages, 8 figure
Optimal Management and Differential Games in the Presence of Threshold Effects - The Shallow Lake Model
Abstract: In this article we analyze how the presence of thresholds influences multi agent decision making situations. We introduce a class of discounted autonomous optimal control problems with threshold effects and discuss tools to analyze these problems. Later, using these results we investigate two types of threshold effects; namely, simple and hysteresis switching, in the canonical model of the shallow lake. We solve the optimal management and open loop Nash equilibrium solutions for the shallow lake model with threshold effects. We establish a bifurcation analysis of the optimal vector field. Further, we observe that modeling with threshold effects simplifies this analysis. To be precise, the bifurcation scenarios rely on simple rules (inequalities) which can be verified easily. However, the qualitative behavior of the switching vector field is similar to the smooth case.Optimal control;Differential games;Threshold effects;Discontinuous dynamics;Shallow lake
A Homotopy-Based Method for Optimization of Hybrid High-Low Thrust Trajectories
Space missions require increasingly more efficient trajectories to provide payload transport and mission goals by means of lowest fuel consumption, a strategic mission design key-point. Recent works demonstrated that the combined (or hybrid) use of chemical and electrical propulsion can give important advantages in terms of fuel consumption, without losing the ability to reach other mission objectives: as an example the Hohmann Spiral Transfer, applied in the case of a transfer to GEO orbit, demonstrated a fuel mass saving between 5-10% of the spacecraft wet mass, whilst satisfying a pre-set boundary constraint for the time of flight. Nevertheless, methods specifically developed for optimizing space trajectories considering the use of hybrid high-low thrust propulsion systems have not been extensively developed, basically because of the intrinsic complexity in the solution of optimal problem equations with existent numerical methods. The study undertaken and presented in this paper develops a numerical strategy for the optimization of hybrid high-low thrust space trajectories. An indirect optimization method has been developed, which makes use of a homotopic approach for numerical convergence improvement. The adoption of a homotopic approach provides a relaxation to the optimal problem, transforming it into a simplest problem to solve in which the optimal problem presents smoother equations and the shooting function acquires an increased convergence radius: the original optimal problem is then reached through a homotopy parameter continuation. Moreover, the use of homotopy can make possible to include a high thrust impulse (treated as velocity discontinuity) to the low thrust optimal control obtained from the indirect method. The impulse magnitude, location and direction are obtained following from a numerical continuation in order to minimize the problem cost function. The initial study carried out in this paper is finally correlated with particular test cases, in order to validate the work developed and to start investigating in which cases the effectiveness of hybrid-thrust propulsion subsists
A convex analysis approach to optimal controls with switching structure for partial differential equations
Optimal control problems involving hybrid binary-continuous control costs are
challenging due to their lack of convexity and weak lower semicontinuity.
Replacing such costs with their convex relaxation leads to a primal-dual
optimality system that allows an explicit pointwise characterization and whose
Moreau-Yosida regularization is amenable to a semismooth Newton method in
function space. This approach is especially suited for computing switching
controls for partial differential equations. In this case, the optimality gap
between the original functional and its relaxation can be estimated and shown
to be zero for controls with switching structure. Numerical examples illustrate
the effectiveness of this approach
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