An Augmented Lagrangian for Optimal Control of DAE Systems: Algorithm and Properties
An Augmented Lagrangian for Optimal Control of DAE Systems: Algorithm and Properties
复制标题
用于 DAE 系统优化控制的增强拉格朗日：算法和属性
DOI：
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发表时间：
2021
影响因子：
6.8
通讯作者：
B. Foss
中科院分区：
文献类型：
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作者：
M. A. Aguiar;E. Camponogara;B. Foss
提出了一种求解连续时间微分代数系统最优控制的松弛离散化方法。它的工作原理是放松代数方程组，并使用增广拉格朗日函数将违规行为惩罚到目标函数中，从而将原问题转化为一系列常微分方程（ODE）的最优控制问题（OCP）。松弛和离散方法带来了灵活性，允许OCP的常微分方程可以解决的方法选择，如直接或间接的方法。条件开发的整体，局部和次优收敛的基础OCP的解决方案。该方法被应用到一个说明性的例子。
This article proposes a relax-and-discretize approach for optimal control of continuous-time differential algebraic systems. It works by relaxing the algebraic equations and penalizing the violation into the objective function using the augmented Lagrangian, which converts the original problem into a sequence of optimal control problems (OCPs) of ordinary differential equations (ODEs). The relax-and-discretize approach brings about flexibility, by allowing the OCPs of ODEs to be solved by the method of choice, such as direct or indirect methods. Conditions are developed for global, local, and suboptimal convergence in terms of the solution of the underlying OCPs. The method is applied to an illustrative example.