Optimal control problems with multiple characteristic time points in the objective and constraints

被引：109

作者：

Loxton, R. C. ^{[1
]}

Teo, K. L. ^{[1
]}

Rehbock, V. ^{[1
]}

机构：

[1] Curtin Univ Technol, Dept Math & Stat, Perth, WA 6845, Australia

来源：

AUTOMATICA | 2008年 / 44卷 / 11期

基金：

中国国家自然科学基金; 澳大利亚研究理事会;

关键词：

Control parametrization; Optimal control computation; Non-linear optimal control; Constrained optimal control; Non-linear programming;

D O I：

10.1016/j.automatica.2008.04.011

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this paper, we develop a computational method for a class of optimal control problems where the objective and constraint functionals depend on two or more discrete time points. These time points can be either fixed or variable. Using the control parametrization technique and a time scaling transformation, this type of optimal control problem is approximated by a sequence of approximate optimal parameter selection problems. Each of these approximate problems can be viewed as a finite dimensional optimization problem. New gradient formulae for the cost and constraint functions are derived. With these gradient formulae, standard gradient-based optimization methods can be applied to solve each approximate optimal parameter selection problem. For illustration, two numerical examples are solved. (C) 2008 Elsevier Ltd. All rights reserved.

引用

页码：2923 / 2929

页数：7

共 13 条

[1]

Hindmarsh A. C., 1982, IEEE Control Systems Magazine, V2, P24, DOI 10.1109/MCS.1982.1103756

[2] Computational method for time-optimal switching control [J].

Kaya, CY ;

Noakes, JL .

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2003, 117 (01) :69-92

[3]

Lee H. W. J., 1997, DYNAMIC SYSTEMS APPL, V6, P243

[4] Influence of the estimation procedure on the accuracy and precision of aluminum trihydroxide crystallization kinetics from dynamic data [J].

Li, TS ;

Livk, I ;

Ilievski, D .

INDUSTRIAL & ENGINEERING CHEMISTRY RESEARCH, 2001, 40 (22) :5005-5013

[5] Estimation of batch precipitation kinetics by a simplified differential method [J].

Livk, I ;

Pohar, C ;

Ilievski, D .

AICHE JOURNAL, 1999, 45 (07) :1593-1596

[6]

Martin R., 1994, Optimal control of drug administration in cancer chemotherapy

[7] OPTIMAL-CONTROL DRUG SCHEDULING OF CANCER-CHEMOTHERAPY [J].

MARTIN, RB .

AUTOMATICA, 1992, 28 (06) :1113-1123

[8]

Schittkowski K., 1986, Annals of Operations Research, V5, P485, DOI 10.1007/BF02739235

[9]

Schittkowski K., 2004, NLPQLP FORTRAN IMPLE

[10]

Teo K. L., 1991, A unified computational approach to optimal control problems

← 1 2 →