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Optimization Over the Efficient Set of Multi-objective Convex Optimal Control Problems

机译:有效集上的多目标凸最优控制问题

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摘要

We consider multi-objective convex optimal control problems. First we state a relationship between the (weakly or properly) efficient set of the multi-objective problem and the solution of the problem scalarized via a convex combination of objectives through a vector of parameters (or weights). Then we establish that (i) the solution of the scalarized (parametric) problem for any given parameter vector is unique and (weakly or properly) efficient and (ii) for each solution in the (weakly or properly) efficient set, there exists at least one corresponding parameter vector for the scalarized problem yielding the same solution. Therefore the set of all parametric solutions (obtained by solving the scalarized problem) is equal to the efficient set. Next we consider an additional objective over the efficient set. Based on the main result, the new objective can instead be considered over the (parametric) solution set of the scalarized problem. For the purpose of constructing numerical methods, we point to existing solution differentiability results for parametric optimal control problems. We propose numerical methods and give an example application to illustrate our approach.
机译:我们考虑了多目标凸最优控制问题。首先,我们陈述了(弱或适当)有效的多目标问题集与通过参数(或权重)向量的目标凸组合标量化的问题解之间的关系。然后我们确定(i)任何给定参数向量的标量(参数)问题的解都是唯一的((弱或适当)有效),并且(ii)(弱或适当)有效集中的每个解都存在标量问题的至少一个对应的参数向量产生相同的解。因此,所有参数解的集合(通过求解标量问题获得)等于有效集合。接下来,我们考虑有效集以外的其他目标。根据主要结果,可以在标量问题的(参数)解集上考虑新目标。为了构造数值方法,我们指出了针对参数最优控制问题的现有解决方案微分结果。我们提出了数值方法,并举例说明了我们的方法。

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