Numerical algorithm for a class of constrained optimal control problems of switched systems |
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Authors: | Xiang Wu Kanjian Zhang Changyin Sun |
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Institution: | 1. School of Automation, Southeast University, Nanjing, 210096, China 2. School of Electrical and Information Engineering, Hunan Institute of Technology, Hengyang, 421002, China
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Abstract: | In this paper, we consider an optimal control problem of switched systems with continuous-time inequality constraints. Because of the complexity of such constraints and switching laws, it is difficult to solve this problem by standard optimization techniques. To overcome the difficulty, we adopt a bi-level algorithm to divide the problem into two nonlinear constrained optimization problems: one continuous and the other discrete. To solve the problem, we transform the inequality constraints into equality constraints which is smoothed using a twice continuously differentiable function and treated as a penalty function. On this basis, the smoothed problem can be solved by any second-order gradient algorithm, e.g., Newton’s Method. Finally, numerical examples show that our method is effective compared to existing algorithms. |
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