Global optimization of linear hybrid systems with explicit transitions

Title

Global optimization of linear hybrid systems with explicit transitions

Publication Type
Journal Article
Year of Publication
2004
Journal
Systems & Control Letters
Number
5
Volume
51
Pagination
363 – 375
ISSN
0167-6911
Abstract
The global optimization of hybrid systems described by linear time-varying ordinary differential equations is examined. A method to construct convex relaxations of general, nonlinear Bolza-type objective functions or constraints subject to an embedded hybrid system with explicit transitions is presented. The optimization problem can be solved using gradient-based algorithms in a branch and bound framework that is shown to be infinitely convergent when the implied state bounds are employed.