14 research outputs found
Optimal Switching for Hybrid Semilinear Evolutions
We consider the optimization of a dynamical system by switching at discrete
time points between abstract evolution equations composed by nonlinearly
perturbed strongly continuous semigroups, nonlinear state reset maps at mode
transition times and Lagrange-type cost functions including switching costs. In
particular, for a fixed sequence of modes, we derive necessary optimality
conditions using an adjoint equation based representation for the gradient of
the costs with respect to the switching times. For optimization with respect to
the mode sequence, we discuss a mode-insertion gradient. The theory unifies and
generalizes similar approaches for evolutions governed by ordinary and delay
differential equations. More importantly, it also applies to systems governed
by semilinear partial differential equations including switching the principle
part. Examples from each of these system classes are discussed
Exponential Stability of Switched Linear Hyperbolic Initial-Boundary Value Problems
We consider the initial-boundary value problem governed by systems of linear hyperbolic partial differential equations in the canonical diagonal form and study conditions for exponential stability when the system discontinuously switches between a finite set of modes. The switching system is fairly general in that the system matrix functions as well as the boundary conditions may switch in time. We show how the stability mechanism developed for classical solutions of hyperbolic initial boundary value problems can be generalized to the case in which weaker solutions become necessary due to arbitrary switching. We also provide an explicit dwell-time bound for guaranteeing exponential stability of the switching system when, for each mode, the system is exponentially stable. Our stability conditions only depend on the system parameters and boundary data. These conditions easily generalize to switching systems in the nondiagonal form under a simple commutativity assumption. We present tutorial examples to illustrate the instabilities that can result from switching
Relaxation Methods for Mixed-Integer Optimal Control of Partial Differential Equations
We consider integer-restricted optimal control of systems governed by
abstract semilinear evolution equations. This includes the problem of optimal
control design for certain distributed parameter systems endowed with multiple
actuators, where the task is to minimize costs associated with the dynamics of
the system by choosing, for each instant in time, one of the actuators together
with ordinary controls. We consider relaxation techniques that are already used
successfully for mixed-integer optimal control of ordinary differential
equations. Our analysis yields sufficient conditions such that the optimal
value and the optimal state of the relaxed problem can be approximated with
arbitrary precision by a control satisfying the integer restrictions. The
results are obtained by semigroup theory methods. The approach is constructive
and gives rise to a numerical method. We supplement the analysis with numerical
experiments
Penalty alternating direction methods for mixed-integer optimal control with combinatorial constraints
We consider mixed-integer optimal control problems with combinatorial constraints that couple over time such as minimum dwell times. We analyze a lifting and decom-
position approach into a mixed-integer optimal control problem without combinatorial constraints and a mixed-integer problem for the combinatorial constraints in the control space. Both problems can be solved very efficiently with existing methods such as outer convexification with sum-up-rounding strategies and mixed-integer linear programming techniques. The coupling is handled using a penalty-approach. We provide an exactness result for the penalty which yields a solution approach that convergences to partial minima. We compare the quality of these dedicated points with those of
other heuristics amongst an academic example and also for the optimization of electric transmission lines with switching of the network topology for flow reallocation in order to satisfy demands
Convergence of finite-dimensional approximations for mixed-integer optimization with differential equations
We consider a direct approach to solving the mixedinteger nonlinear optimization problems with constraints depending on initial and terminal conditions of an ordinary differential equation. In order to obtain a finite-dimensional problem, the dynamics are approximated using discretization methods. In the framework of general one-step methods, we provide sufficient conditions for the convergence of this approach in the sense of the corresponding optimal values. The results are obtained by considering the discretized problem as a parametric mixed-integer nonlinear optimization problem in finite dimensions, where the step size for discretization of the dynamics is the parameter. In this setting, we prove the continuity of the optimal value function under a stability assumption for the integer feasible set and second-order conditions from nonlinear optimization. We address the necessity of the conditions on the example of pipe sizing problems for gas networks
Penalty alternating direction methods for mixed-integer optimal control with combinatorial constraints
We consider mixed-integer optimal control problems with combinatorial constraints that couple over time such as minimum dwell times. We analyze a lifting and decomposition approach into a mixed-integer optimal control problem without combinatorial constraints and a mixed-integer problem for the combinatorial constraints in the control space. Both problems can be solved very efficiently with existing methods such as outer convexification with sum-up-rounding strategies and mixed-integer linear programming techniques. The coupling is handled using a penalty-approach. We provide an exactness result for the penalty which yields a solution approach that convergences to partial minima. We compare the quality of these dedicated points with those of other heuristics amongst an academic example and also for the optimization of electric transmission lines with switching of the network topology for flow reallocation in order to satisfy demands