Title | Global Optimization Of Linear Hybrid Systems With Varying Transition Times |
Publication Type | Journal Article |
Year of Publication | 2008 |
Authors | Lee C K, Barton PI |
Journal | SIAM Journal on Control and Optimization |
Volume | 47 |
Pagination | 791-816 |
Keywords | hybrid optimal control, multistage dynamic optimization, nonconvex dynamic optimization |
Abstract | Open loop optimal control problems with linear hybrid (discrete/continuous) systems embedded are often approximated as dynamic optimization problems. We propose a deterministic global optimization algorithm for linear hybrid systems with varying transition times. First, the control parametrization enhancing transform is used to transform the problem from a linear hybrid system with scaled discontinuities and varying transition times into a nonlinear one with stationary discontinuities and fixed transition times. Next, a theory is developed for constructing convex relaxations of arbitrary Bolza-type functionals subject to the transformed hybrid system. Finally, the convex relaxations are utilized in a branch-and-bound framework to obtain the solution to $\varepsilon$ global optimality within a finite number of iterations. |
URL | http://link.aip.org/link/?SJC/47/791/1 |
DOI | 10.1137/050625539 |
Global Optimization Of Linear Hybrid Systems With Varying Transition Times
Submitted by tansh@mit.edu on