1,954 research outputs found
Controlling the level of sparsity in MPC
In optimization routines used for on-line Model Predictive Control (MPC),
linear systems of equations are usually solved in each iteration. This is true
both for Active Set (AS) methods as well as for Interior Point (IP) methods,
and for linear MPC as well as for nonlinear MPC and hybrid MPC. The main
computational effort is spent while solving these linear systems of equations,
and hence, it is of greatest interest to solve them efficiently. Classically,
the optimization problem has been formulated in either of two different ways.
One of them leading to a sparse linear system of equations involving relatively
many variables to solve in each iteration and the other one leading to a dense
linear system of equations involving relatively few variables. In this work, it
is shown that it is possible not only to consider these two distinct choices of
formulations. Instead it is shown that it is possible to create an entire
family of formulations with different levels of sparsity and number of
variables, and that this extra degree of freedom can be exploited to get even
better performance with the software and hardware at hand. This result also
provides a better answer to an often discussed question in MPC; should the
sparse or dense formulation be used. In this work, it is shown that the answer
to this question is that often none of these classical choices is the best
choice, and that a better choice with a different level of sparsity actually
can be found
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
Dichotomous Hamiltonians with Unbounded Entries and Solutions of Riccati Equations
An operator Riccati equation from systems theory is considered in the case
that all entries of the associated Hamiltonian are unbounded. Using a certain
dichotomy property of the Hamiltonian and its symmetry with respect to two
different indefinite inner products, we prove the existence of nonnegative and
nonpositive solutions of the Riccati equation. Moreover, conditions for the
boundedness and uniqueness of these solutions are established.Comment: 31 pages, 3 figures; proof of uniqueness of solutions added; to
appear in Journal of Evolution Equation
A theory of the infinite horizon LQ-problem for composite systems of PDEs with boundary control
We study the infinite horizon Linear-Quadratic problem and the associated
algebraic Riccati equations for systems with unbounded control actions. The
operator-theoretic context is motivated by composite systems of Partial
Differential Equations (PDE) with boundary or point control. Specific focus is
placed on systems of coupled hyperbolic/parabolic PDE with an overall
`predominant' hyperbolic character, such as, e.g., some models for
thermoelastic or fluid-structure interactions. While unbounded control actions
lead to Riccati equations with unbounded (operator) coefficients, unlike the
parabolic case solvability of these equations becomes a major issue, owing to
the lack of sufficient regularity of the solutions to the composite dynamics.
In the present case, even the more general theory appealing to estimates of the
singularity displayed by the kernel which occurs in the integral representation
of the solution to the control system fails. A novel framework which embodies
possible hyperbolic components of the dynamics has been introduced by the
authors in 2005, and a full theory of the LQ-problem on a finite time horizon
has been developed. The present paper provides the infinite time horizon
theory, culminating in well-posedness of the corresponding (algebraic) Riccati
equations. New technical challenges are encountered and new tools are needed,
especially in order to pinpoint the differentiability of the optimal solution.
The theory is illustrated by means of a boundary control problem arising in
thermoelasticity.Comment: 50 pages, submitte
Analytical Approximation Methods for the Stabilizing Solution of the Hamilton–Jacobi Equation
In this paper, two methods for approximating the stabilizing solution of the Hamilton–Jacobi equation are proposed using symplectic geometry and a Hamiltonian perturbation technique as well as stable manifold theory. The first method uses the fact that the Hamiltonian lifted system of an integrable system is also integrable and regards the corresponding Hamiltonian system of the Hamilton–Jacobi equation as an integrable Hamiltonian system with a perturbation caused by control. The second method directly approximates the stable flow of the Hamiltonian systems using a modification of stable manifold theory. Both methods provide analytical approximations of the stable Lagrangian submanifold from which the stabilizing solution is derived. Two examples illustrate the effectiveness of the methods.
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