ON THE UTOPIAN APPROACH TO THE MULTIOBJECTIVE LQ PROBLEM

被引:7
作者
DENICOLAO, G
LOCATELLI, A
机构
[1] POLITECN MILAN,DIPARTIMENTO ELETTRON,VIA PONZIO 34-5,I-20133 MILAN,ITALY
[2] POLITECN MILAN,DIPARTIMENTO ELETTRON,CNR,CTR TEORIA SISTEMI,I-20133 MILAN,ITALY
关键词
MULTIPLE-OBJECTIVE OPTIMIZATION; LINEAR QUADRATIC CONTROL; PARETO OPTIMALITY; UTOPIAN POINT METHOD;
D O I
10.1002/oca.4660140204
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The infinite horizon, multiobjective linear quadratic control problem for continuous time systems is considered. Following a utopian approach, the optimal solution is defined as the solution that minimizes the distance from the utopian point in the cost space. It is shown that under standard stabilizability and detectability assumptions the optimal solution always exists. The solution coincides with the solution of a scalar LQ problem in which the cost matrices are given by a suitably weighted sum of their counterparts in the individual criteria. By exploiting the characterization and properties of the optimal solution, it is shown that the problem can be efficiently solved by means of a Newton-type algorithm.
引用
收藏
页码:111 / 124
页数:14
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