A computational method for the optimal control problem with bounded state variables

Author(s):  
G. Saridis
2021 ◽  
Vol 2 (2) ◽  
pp. 68-78
Author(s):  
Anam Alwan Salih ◽  
Suha SHIHAB

The purpose of this paper is to introduce interesting modified Chebyshev orthogonal polynomial. Then, their new operational matrices of derivative and integration or modified Chebyshev polynomials of the first kind are introduced with explicit formulas. A direct computational method for solving a special class of optimal control problem, named, the quadratic optimal control problem is proposed using the obtained operational matrices. More precisely, this method is based on a state parameterization scheme, which gives an accurate approximation of the exact solution by utilizing a small number of unknown coefficients with the aid of modified Chebyshev polynomials. In addition, the constraint is reduced to some algebraic equations and the original optimal control problem reduces to optimization technique, which can be solved easily, and the approximate value of the performance index is calculated. Moreover, special attention is presented to discuss the convergence analysis and an upper bound of the error for the presented approximate solution is derived. Finally, some important illustrative examples of obtained results are shown and proved that powerful method in a simple way to get an optimal control of the considered.


2016 ◽  
Vol 57 (4) ◽  
pp. 461-481
Author(s):  
MARZIYEH MORTEZAEE ◽  
ALIREZA NAZEMI

We consider an approximation scheme using Haar wavelets for solving optimal path planning problems. The problem is first expressed as an optimal control problem. A computational method based on Haar wavelets in the time domain is then proposed for solving the obtained optimal control problem. A Haar wavelets integral operational matrix and a direct collocation method are used to find an approximate optimal trajectory of the original problem. Numerical results are also presented for several examples to demonstrate the applicability and efficiency of the proposed method.


2012 ◽  
Vol 53 (4) ◽  
pp. 292-307 ◽  
Author(s):  
K. H. WONG ◽  
W. M. TANG

AbstractWe develop a computational method for solving an optimal control problem governed by a switched impulsive dynamical system with time delay. At each time instant, only one subsystem is active. We propose a computational method for solving this optimal control problem where the time spent by the state in each subsystem is treated as a new parameter. These parameters and the jump strengths of the impulses are decision parameters to be optimized. The gradient formula of the cost function is derived in terms of solving a number of delay differential equations forward in time. Based on this, the optimal control problem can be solved as an optimization problem.


2018 ◽  
Vol 18 (1) ◽  
pp. 95-110 ◽  
Author(s):  
Enrique Otárola ◽  
Abner J. Salgado

AbstractWe consider an optimal control problem that entails the minimization of a nondifferentiable cost functional, fractional diffusion as state equation and constraints on the control variable. We provide existence, uniqueness and regularity results together with first-order optimality conditions. In order to propose a solution technique, we realize fractional diffusion as the Dirichlet-to-Neumann map for a nonuniformly elliptic operator and consider an equivalent optimal control problem with a nonuniformly elliptic equation as state equation. The rapid decay of the solution to this problem suggests a truncation that is suitable for numerical approximation. We propose a fully discrete scheme: piecewise constant functions for the control variable and first-degree tensor product finite elements for the state variable. We derive a priori error estimates for the control and state variables.


Mathematics ◽  
2019 ◽  
Vol 7 (5) ◽  
pp. 452 ◽  
Author(s):  
Madiha Sana ◽  
Muhammad Mustahsan

In this research article, an optimal control problem (OCP) with boundary observations is approximated using finite element method (FEM) with weighted extended B-splines (WEB-splines) as basis functions. This type of OCP has a distinct aspect that the boundary observations are outward normal derivatives of state variables, which decrease the regularity of solution. A meshless FEM is proposed using WEB-splines, defined on the usual grid over the domain, R 2 . The weighted extended B-spline method (WEB method) absorbs the regularity problem as the degree of the B-splines is increased. Convergence analysis is also performed by some numerical examples.


Sign in / Sign up

Export Citation Format

Share Document