scholarly journals Optimality Condition-Based Sensitivity Analysis of Optimal Control for Hybrid Systems and Its Application

2012 ◽  
Vol 2012 ◽  
pp. 1-22
Author(s):  
Chunyue Song

Gradient-based algorithms are efficient to compute numerical solutions of optimal control problems for hybrid systems (OCPHS), and the key point is how to get the sensitivity analysis of the optimal control problems. In this paper, optimality condition-based sensitivity analysis of optimal control for hybrid systems with mode invariants and control constraints is addressed under a priori fixed mode transition order. The decision variables are the mode transition instant sequence and admissible continuous control functions. After equivalent transformation of the original problem, the derivatives of the objective functional with respect to control variables are established based on optimal necessary conditions. By using the obtained derivatives, a control vector parametrization method is implemented to obtain the numerical solution to the OCPHS. Examples are given to illustrate the results.

2018 ◽  
Vol 21 (6) ◽  
pp. 1439-1470 ◽  
Author(s):  
Xiuwen Li ◽  
Yunxiang Li ◽  
Zhenhai Liu ◽  
Jing Li

Abstract In this paper, a sensitivity analysis of optimal control problem for a class of systems described by nonlinear fractional evolution inclusions (NFEIs, for short) on Banach spaces is investigated. Firstly, the nonemptiness as well as the compactness of the mild solutions set S(ζ) (ζ being the initial condition) for the NFEIs are obtained, and we also present an extension Filippov’s theorem and whose proof differs from previous work only in some technical details. Finally, the optimal control problems described by NFEIs depending on the initial condition ζ and the parameter η are considered and the sensitivity properties of the optimal control problem are also established.


2010 ◽  
Vol 52 (1) ◽  
pp. 147-179 ◽  
Author(s):  
Adam Kowalewski ◽  
Irena Lasiecka ◽  
Jan Sokołowski

2000 ◽  
Vol 23 (9) ◽  
pp. 605-616 ◽  
Author(s):  
R. Enkhbat

The problem of maximizing a nonsmooth convex function over an arbitrary set is considered. Based on the optimality condition obtained by Strekalovsky in 1987 an algorithm for solving the problem is proposed. We show that the algorithm can be applied to the nonconvex optimal control problem as well. We illustrate the method by describing some computational experiments performed on a few nonconvex optimal control problems.


2005 ◽  
Vol 43 (6) ◽  
pp. 1923-1952 ◽  
Author(s):  
Mireille Broucke ◽  
Maria Domenica Di Benedetto ◽  
Stefano Di Gennaro ◽  
Alberto Sangiovanni-Vincentelli

Sign in / Sign up

Export Citation Format

Share Document