关于一类不可微规划问题的对偶性

作者构造了一类不可微规划问题的一阶和二阶对偶模型,其目标函数含有紧凸集的支撑函数项。利用FritzJohn最优性必要条件,在适当条件下建立了这两类一阶和二阶对偶模型的弱和逆对偶性定理。

Least Squares Solution for Discrete Time Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences

In this paper, an efficient computational approach is proposed to solve the discrete time nonlinear stochastic optimal control problem. For this purpose, a linear quadratic regulator model, which is a linear dynamical system with the quadratic criterion cost function, is employed. In our approach, the model-based optimal control problem is reformulated into the input-output equations. In this way, the Hankel matrix and the observability matrix are constructed. Further, the sum squares of output error is defined. In these point of views, the least squares optimization problem is introduced, so as the differences between the real output and the model output could be calculated. Applying the first-order derivative to the sum squares of output error, the necessary condition is then derived. After some algebraic manipulations, the optimal control law is produced. By substituting this control policy into the input-output equations, the model output is updated iteratively. For illustration, an example of the direct current and alternating current converter problem is studied. As a result, the model output trajectory of the least squares solution is close to the real output with the smallest sum squares of output error. In conclusion, the efficiency and the accuracy of the approach proposed are highly presented.

Discrete-Time Nonlinear Stochastic Optimal Control Problem Based on Stochastic Approximation Approach

In this paper, a computational approach is proposed for solving the discrete-time nonlinear optimal control problem, which is disturbed by a sequence of random noises. Because of the exact solution of such optimal control problem is impossible to be obtained, estimating the state dynamics is currently required. Here, it is assumed that the output can be measured from the real plant process. In our approach, the state mean propagation is applied in order to construct a linear model-based optimal control problem, where the model output is measureable. On this basis, an output error, which takes into account the differences between the real output and the model output, is defined. Then, this output error is minimized by applying the stochastic approximation approach. During the computation procedure, the stochastic gradient is established, so as the optimal solution of the model used can be updated iteratively. Once the convergence is achieved, the iterative solution approximates to the true optimal solution of the original optimal control problem, in spite of model-reality differences. For illustration, an example on a continuous stirred-tank reactor problem is studied, and the result obtained shows the applicability of the approach proposed. Hence, the efficiency of the approach proposed is highly recommended.

Application of Conjugate Gradient Approach for Nonlinear Optimal Control Problem with Model-Reality Differences

In this paper, an efficient computational algorithm is proposed to solve the nonlinear optimal control problem. In our approach, the linear quadratic optimal control model, which is adding the adjusted parameters into the model used, is employed. The aim of applying this model is to take into account the differences between the real plant and the model used during the calculation procedure. In doing so, an expanded optimal control problem is introduced such that system optimization and parameter estimation are mutually interactive. Accordingly, the optimality conditions are derived after the Hamiltonian function is defined. Specifically, the modified model-based optimal control problem is resulted. Here, the conjugate gradient approach is used to solve the modified model-based optimal control problem, where the optimal solution of the model used is calculated repeatedly, in turn, to update the adjusted parameters on each iteration step. When the convergence is achieved, the iterative solution approaches to the correct solution of the original optimal control problem, in spite of model-reality differences. For illustration, an economic growth problem is solved by using the algorithm proposed. The results obtained demonstrate the efficiency of the algorithm proposed. In conclusion, the applicability of the algorithm proposed is highly recommended.

Optimal Control of Nonlinear Switched Systems:Computational Methods and Applications

A switched system is a dynamic system that operates by switching between different subsystems or modes.Such systems exhibit both continuous and discrete characteristics—a dual nature that makes designing effective control policies a challenging task.The purpose of this paper is to review some of the latest computational techniques for generating optimal control laws for switched systems with nonlinear dynamics and continuous inequality constraints.We discuss computational strategies for optimizing both the times at which a switched system switches from one mode to another(the so-called switching times)and the sequence in which a switched system operates its various possible modes(the so-called switching sequence).These strategies involve novel combinations of the control parameterization method,the timescaling transformation,and bilevel programming and binary relaxation techniques.We conclude the paper by discussing a number of switched system optimal control models arising in practical applications.