Time transformed mixed integer optimal control problems with impacts

The solutions of mixed integer optimal control problems (MIOCPs) yield optimized trajectories for dynamical systems with instantly changing dynamical behavior. The instant change is caused by a changing value of the integer valued control function. For example, a changing integer value can cause a car to change the gear, or a mechanical system to close a contact. The direct discretization of a MIOCP leads to a mixed integer nonlinear program (MINLP) and can not be solved with gradient based optimization methods at once. We extend the work by Gerdts [1] and reformulate a MIOCP with integer dependent constraints as an ordinary optimal control problem (OCP). The discretized OCP can be solved using gradient based optimization methods. We show how the integer dependent constraints can be used to model systems with impact and present optimized trajectories of computational examples, namely of a lockable double pendulum and an acyclic telescope walker. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Relaxing mixed integer optimal control problems using a time transformation

Mixed integer control systems are used to model dynamical behavior that can change instantly, for example a driving car with different gears. Changing a gear corresponds to an instant change of the differential equation what is achieved in the model by changing the value of the integer control function. The optimal control of a mixed integer control system by a discretize-then-optimize approach leads to a mixed integer optimization problem that is not differentiable with respect to the integer variables, such that gradient based optimization methods can not be applied. In this work, differentiability with respect to all optimization variables is achieved by reformulating the mixed integer optimal control problem (MIOCP). A fixed integer control function and a time transformation are introduced. The combination of both allows to change the sequence of active differential equations by partially deactivating the fixed integer control function. In contrast to other works, here different fixed integer control functions are taken into account. Advantages of so called control consistent (CC) fixed integer control functions are discussed and confirmed on a numerical example. (© 2015 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Decentralized optimal control of dynamical systems under uncertainty

The problem of optimal control of a group of interconnected dynamical objects under uncertainty is considered. The cases are examined in which the centralized control of the group of objects is impossible due to delay in the channel for information exchange between the group members. Optimal self-control algorithms in real time for each dynamical object are proposed. Various types of a priori and current information about the behavior of the group members and about uncertainties in the system are examined. The proposed methods supplement the earlier developed optimal control methods for an individual dynamical system and the methods of decentralized optimal control of deterministic objects. The results are illustrated with examples.     

On the time transformation of mixed integer optimal control problems using a consistent fixed integer control function

Nonlinear control systems with instantly changing dynamical behavior can be modeled by introducing an additional control function that is integer valued in contrast to a control function that is allowed to have continuous values. The discretization of a mixed integer optimal control problem (MIOCP) leads to a non differentiable optimization problem and the non differentiability is caused by the integer values. The paper is about a time transformation method that is used to transform a MIOCP with integer dependent constraints into an ordinary optimal control problem. Differentiability is achieved by replacing a variable integer control function with a fixed integer control function and a variable time allows to change the sequence of active integer values. In contrast to other contributions, so called control consistent fixed integer control functions are taken into account here. It is shown that these control consistent fixed integer control functions allow a better accuracy in the resulting trajectories, in particular in the computed switching times. The method is verified on analytical and numerical examples.     

Linear dynamical systems with integer constraints

We study properties of dynamic discrete-time linear systemswith the input or the state constrained to have integer components.The reachability of input-constrained systems is investigated,and consistency conditions for state-constrained systems aregiven.     

Discrete infinite-dimensional type-K monotone dynamical systems and time-periodic reaction-diffusion systems

The asymptotic behavior of discrete type-K monotone dynamical systems and reaction-diffusion equations is investigated. The studying content includes the index theory for fixed points, permanence, global stability, convergence everywhere and coexistence. It is shown that the system has a globally asymptotically stable fixed point if every fixed point is locally asymptotically stable with respect to the face it belongs to and at this point the principal eigenvalue of the diagonal partial derivative about any component not belonging to the face is not one. A nice result presented is the sufficient and necessary conditions for the system to have a globally asymptotically stable positive fixed point. It can be used to establish the sufficient conditions for the system to persist uniformly and the convergent result for all orbits. Applications are made to time-periodic Lotka-Volterra systems with diffusion, and sufficient conditions for such systems to have a unique positive periodic solution attracting all positive initial value functions are given. For more general time-periodic type-K monotone reaction-diffusion systems with spatial homogeneity, a simple condition is given to guarantee the convergence of all positive solutions.     

Discrete mechanics and control on Lie groupoids

The first order optimality conditions for discrete-time optimal control problems defined on Lie groupoids are found, and they are expressed in terms of composability in a groupoid. Some examples are shown. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Discrete variational integrators and optimal control theory

A geometric derivation of numerical integrators for optimal control problems is proposed. It is based in the classical technique of generating functions adapted to the special features of optimal control problems.     

Resolvent dynamical systems for mixed variational inequalities

In this paper, we suggest and analyze a class of resolvent dynamical systems associated with mixed variational inequalities. We study the globally asymptotic stability of the solution of the resolvent dynamical systems for the pseudomonotone operators. We also discuss some special cases, which can be obtained from our main results.     

Discrete approximation of relaxed optimal control problems

We consider a general nonlinear optimal control problem for systems governed by ordinary differential equations with terminal state constraints. No convexity assumptions are made. The problem, in its so-called relaxed form, is discretized and necessary conditions for discrete relaxed optimality are derived. We then prove that discrete optimality [resp., extremality] in the limit carries over to continuous optimality [resp., extremality]. Finally, we prove that limits of sequences of Gamkrelidze discrete relaxed controls can be approximated by classical controls.     

Discrete dynamical systems with invariant asymptotically stable toroidal manifold

We obtain conditions for asymptotic stability of quasiperiodic trajectories of discrete dynamical systems in the case of infinite-dimensional Banach space. Institute of Mathematics, Ukrainian Academy of Sciences, Kiev. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 51, No. 4, pp. 466–471, April, 1999.     

A mixed integer linear programming model for optimal sovereign debt issuance

Governments borrow funds to finance the excess of cash payments or interest payments over receipts, usually by issuing fixed income debt and index-linked debt. The goal of this work is to propose a stochastic optimization-based approach to determine the composition of the portfolio issued over a series of government auctions for the fixed income debt, to minimize the cost of servicing debt while controlling risk and maintaining market liquidity. We show that this debt issuance problem can be modeled as a mixed integer linear programming problem with a receding horizon. The stochastic model for the interest rates is calibrated using a Kalman filter and the future interest rates are represented using a recombining trinomial lattice for the purpose of scenario-based optimization. The use of a latent factor interest rate model and a recombining lattice provides us with a realistic, yet very tractable scenario generator and allows us to do a multi-stage stochastic optimization involving integer variables on an ordinary desktop in a matter of seconds. This, in turn, facilitates frequent re-calibration of the interest rate model and re-optimization of the issuance throughout the budgetary year allows us to respond to the changes in the interest rate environment. We successfully demonstrate the utility of our approach by out-of-sample back-testing on the UK debt issuance data.     

Synthesis of the optimal control of dynamical structures

The problem of synthesizing an optimal control by choosing the structure, in non-linear dynamical systems a with random structure, is formulated. One of the possible approaches to solving this problem is considered: it uses a method from the theory of the optimal control of systems with distributed parameters and enables one to construct the density vector of the distributions of the process under consideration for all states in such a way as to guarantee an optimum of the selected probability functional. An example is given to illustrate the practical possibilities of the approach.     

Delay systems and optimal control

0. IntroductionIt is well known that evolution systems are an important class of distributed parametersystems and the optimal control of infinite dimensional systems is a remarkable subjectin control theory. Some authors including us investigated the existence of solutions orperiodic solutions (see [l--4] or [5,6] ). To the knowledge of the authors, optimal controls fordistributed parameter delay systems have not been extensively studied. Li and Yao obtaina maximum principle (see [7]). Here w…     

Decomposition and suboptimal control in dynamical systems

A non-linear controllable dynamical system described by Lagrange equations is considered. The problem of constructing bounded controlling forces which steer the system to a given state in a finite time is investigated. Sufficient conditions are indicated for the problem to be solvable. Under these conditions, the initial system splits into subsystems, each with the degree of freedom. On the basis of this decomposition, using a game-theoretic approach, a feedback control law is proposed which solves the problem posed above and is nearly time-optimal. It is shown that the control must be constructed with proper allowance for the maximum values of the non-linear terms and perturbations in the equations of motion. The perturbations may be ignored only if the ratio of the maximum level of the perturbation to that of the control does not exceed the “golden section”.     

A dynamical model of echinococcosis with optimal control and cost-effectiveness

A dynamical model of echinococcosis transmission with optimal control strategies is first presented. The basic reproduction number of the model is determined and employed to study the global stability of the disease-free and endemic equilibrium points. The optimal control problem is formulated and solved analytically. Numerical simulations show that optimal control strategies could effectively reduce the transmission of echinococcosis. The cost-effectiveness analysis suggests that a combination of health education, anthelmintic treatment, and home slaughter inspection could provide the best cost-effective strategy to control the transmission of echinococcosis. Furthermore, it finds that anthelmintic treatment and environmental disinfection may shorten the time of eliminating the disease. The results may be helpful for prevention and control of echinococcosis in Ganzi Tibetan Autonomous Prefecture, China and other areas of echinococcosis.     

Decentralized optimal control of a group of dynamical objects

The problem of optimal control of a group of coupled dynamical objects is considered. The cases are examined in which the centralized control of a group of objects is impossible. Fast real-time optimal control algorithms of each of the dynamical systems are described that use information exchanged between group members in the course of control. The proposed methods supplement the earlier developed real-time optimal control methods for an individual dynamical system. The results are illustrated using optimal control of two coupled mathematical pendulums as an example.