An Indirect Method for Regular State-Constrained Optimal Control Problems in Flow Fields

被引:29
作者
Chertovskih, Roman [1 ]
Karamzin, Dmitry [2 ]
Khalil, Nathalie T. [1 ]
Pereira, Fernando Lobo [1 ]
机构
[1] Univ Porto, Fac Engn, Elect & Comp Engn Dept, Res Ctr Syst & Technol SYSTEC, P-4200465 Porto, Portugal
[2] Russian Acad Sci, Fed Res Ctr Comp Sci & Control, Moscow 119333, Russia
基金
俄罗斯科学基金会;
关键词
Indirect numerical methods; maximum principle; optimal control; regularity; state constraints;
D O I
10.1109/TAC.2020.2986179
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This article concerns an indirect method to solve state-constrained optimal control problems. The dynamics of the controlled system is given by ordinary differential equations encompassing the effect of a steady flow field in which the moving object is immersed. The proposed method is based on the maximum principle in Gamkrelidze's form. At the core of the approach is a regularity hypothesis which entails the continuity of the measure Lagrange multiplier associated with the state constraint. This property plays key role in shaping a properly modified shooting method to solve the two-point boundary value problem resulting from the maximum principle. Illustrative applications to time optimal control problems are considered and results of numerical experiments are provided.
引用
收藏
页码:787 / 793
页数:7
相关论文
共 24 条
[1]   ON SOME CONTINUITY PROPERTIES OF THE MEASURE LAGRANGE MULTIPLIER FROM THE MAXIMUM PRINCIPLE FOR STATE CONSTRAINED PROBLEMS [J].
Arutyunov, A. V. ;
Karamzin, D. Yu. .
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2015, 53 (04) :2514-2540
[2]   The Maximum Principle for Optimal Control Problems with State Constraints by RV Gamkrelidze: Revisited [J].
Arutyunov, A. V. ;
Karamzin, D. Y. ;
Pereira, F. L. .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2011, 149 (03) :474-493
[3]  
Arutyunov A. V, OPTIMALITY CONDITION
[4]   A Survey on Regularity Conditions for State-Constrained Optimal Control Problems and the Non-degenerate Maximum Principle [J].
Arutyunov, Aram ;
Karamzin, Dmitry .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2020, 184 (03) :697-723
[5]   PATH-CONSTRAINED TRAJECTORY OPTIMIZATION USING SPARSE SEQUENTIAL QUADRATIC-PROGRAMMING [J].
BETTS, JT ;
HUFFMAN, WP .
JOURNAL OF GUIDANCE CONTROL AND DYNAMICS, 1993, 16 (01) :59-68
[6]   Stability and sensitivity analysis for optimal control problems with a first-order state constraint and application to continuation methods [J].
Bonnans, Joseph Frederic ;
Hermant, Audrey .
ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2008, 14 (04) :825-863
[7]  
Bryson, 1969, APPL OPTIMAL CONTROL
[8]   SQP-methods for solving optimal control problems with control and state constraints:: adjoint variables, sensitivity analysis and real-time control [J].
Büskens, C ;
Maurer, H .
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2000, 120 (1-2) :85-108
[9]  
Field A. I., 2000, P WORLD AUT C, V1
[10]  
Filippov A.F, 1959, VESTNIK MGU B MOSCOW, V2, P25