Abstract
A class of hybrid optimal control problems is formulated and a set of necessary conditions for hybrid system trajectory optimality is presented. These conditions constitute generalizations of the standard Maximum Principle (MP). Employing these conditions, we propose a class of general Hybrid Maximum Principle (HMP) based algorithms for hybrid systems optimization; these algorithms and the associated theory appear to be significantly simpler than some of the recently proposed algorithms (see [13], [14], for example). Using results from the theory of penalty function methods and Ekeland's variational principle we show the convergence of these algorithms under reasonable assumptions. The efficacy of the proposed algorithms is illustrated via several computational examples.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Bazaraa, M.S., C.M. Shetty, C.M.: Nonlinear programming theory and algorithms. John Wiley & Sons, New York (1979)
Berkovitz, L.D.: Variational methods in problems of control and programming. J. Math. Anal. Appl. Vol. 3, (1961) 145–169
Branicky, M.S.: Studies in Hybrid Systems: Modeling, Analysis, and Control. PhD thesis, Department of Electrical Engineering and Computer Science, Massachusetts Institute of Technology, Cambridge, MA (1995)
Broucke, M., Benedetto, M.D.D., Gennaro, S.D., Sangiovanni-Vincentelli, A.: Theory of optimal control using bisimulations. Proceedings of the third international workshop, Hybrid Systems: Computation and Control. Springer-Verlag. Pittsburgh, CA (2000) 89–102
Caines, P.E.: Notes on Hybrid Systems. Technion & McGill University (2001)
Ekeland, I.: Nonconvex minimization problems. Bull. Amer. Math. Soc. Vol. 1, No. 3 (1979) 443–474
Riedinger, P., Kratz, F., Iung, C., Zanne, C.: Linear Quadratic Optimization of Hybrid Systems. Proceedings of the 38th IEEE Conference on Decision and Control, Phoenix, AZ (1999) 3059–3064
Shaikh, M.S.: Optimal Control of Hybrid Systems: Theory and Algorithms. PhD thesis, in preparation, Department of Electrical and Computer Engineering, McGill University (2002)
Shaikh, M.S., Caines, P.E.: Trajectory Optimization for Hybrid Control Systems. ECE Research Report, McGill University (2002)
Shen, G., Caines, P.E.: Hierarchically accelerated dynamic programming for finite state machines. IEEE Transactions on Automatic Control, (2002) 271–283
Papadimitriou, C.H., Steiglitz, K.: Combinatorial Optimization: Algorithms and Complexity. Prentice-Hall, Inc. Englewood Cliffs, NJ, (1982)
Sussmann, H. A maximum principle for hybrid optimal control problems Proceedings of the 38th IEEE Conference on Decision and Control, Phoenix, AZ, pp.425–430, (1999)
Xu, X., Antsaklis, P.J.: An approach for solving general switched linear quadratic optimal control problems. Proceedings of the 40th IEEE Conference on Decision and Control, Orlando, FL (2001) 2478–2483
Xu, X., Antsaklis, P.J.: An approach to optimal control of switched systems with internally forced switchings. Proceedings of the American Control Conference, Anchorage, AK (2002) 148–153
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2003 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Shaikh, M.S., Caines, P.E. (2003). On the Optimal Control of Hybrid Systems: Optimization of Trajectories, Switching Times, and Location Schedules. In: Maler, O., Pnueli, A. (eds) Hybrid Systems: Computation and Control. HSCC 2003. Lecture Notes in Computer Science, vol 2623. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-36580-X_34
Download citation
DOI: https://doi.org/10.1007/3-540-36580-X_34
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-00913-9
Online ISBN: 978-3-540-36580-8
eBook Packages: Springer Book Archive