Global Optimization Of Linear Hybrid Systems With Varying Transition Times

Title

Global Optimization Of Linear Hybrid Systems With Varying Transition Times

Publication Type
Journal Article
Year of Publication
2008
Journal
SIAM Journal on Control and Optimization
Number
2
Volume
47
Pagination
791-816
Publisher
SIAM
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.