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Optimal discrete-valued control computation

机译:最佳离散值控制计算

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In this paper, we consider an optimal control problem in which the control takes values from a discrete set and the state and control are subject to continuous inequality constraints. By introducing auxiliary controls and applying a time-scaling transformation, we transform this optimal control problem into an equivalent problem subject to additional linear and quadratic constraints. The feasible region defined by these additional constraints is disconnected, and thus standard optimization methods struggle to handle these constraints. We introduce a novel exact penalty function to penalize constraint violations, and then append this penalty function to the objective. This leads to an approximate optimal control problem that can be solved using standard software packages such as MISER. Convergence results show that when the penalty parameter is sufficiently large, any local solution of the approximate problem is also a local solution of the original problem. We conclude the paper with some numerical results for two difficult train control problems.
机译:在本文中,我们考虑了一个最优控制问题,其中控制从离散集中获取值,并且状态和控制受到连续不等式约束。通过引入辅助控制并应用时间缩放变换,我们将此最优控制问题转换为受附加线性和二次约束的等效问题。由这些附加约束定义的可行区域是断开的,因此标准优化方法难以处理这些约束。我们介绍了一种新颖的精确惩罚函数来惩罚违反约束的行为,然后将此惩罚函数附加到目标中。这导致了一个近似的最佳控制问题,可以使用标准软件包(例如MISER)来解决。收敛性结果表明,当惩罚参数足够大时,近似问题的任何局部解也是原始问题的局部解。我们通过对两个困难的列车控制问题的一些数值结果来总结本文。

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