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Optimization methods for the verification of second order sufficient conditions for bang-bang controls

机译:验证爆炸控制的二阶充分条件的优化方法

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摘要

It has been common practice to find controls satisfying only necessary conditions for optimality, and then to use these controls assuming that they are (locally) optimal. However, sufficient conditions need to be used to ascertain that the control rule is optimal, Second order sufficient conditions (SSC) which have recently been derived by Agrachev, Stefani, and Zezza, and by Maurer and Osmolovskii, are a special form of sufficient conditions which are particularly suited for numerical verification. In this paper we present optimization methods and describe a numerical scheme for finding optimal bang-bang controls and verifying SSC. A straightforward transformation of the bang-bang arc durations allows one to use standard optimal control software to find the optimal arc durations as well as to check SSC. The proposed computational verification technique is illustrated on three example applications.
机译:通常的惯例是找到仅满足最优性必要条件的控件,然后在假定它们是(局部)最优的情况下使用这些控件。但是,需要使用足够的条件来确定控制规则是最佳的。最近由Agrachev,Stefani和Zezza以及Maurer和Osmolovskii推导的二阶充分条件(SSC)是充分条件的一种特殊形式。特别适合数字验证。在本文中,我们介绍了优化方法,并描述了一种用于寻找最佳爆炸控制和验证SSC的数值方案。 bang-bang电弧持续时间的直接转换使人们可以使用标准的最佳控制软件来找到最佳电弧持续时间以及检查SSC。在三个示例应用程序上说明了所提出的计算验证技术。

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