Method for solving bang-bang and singular optimal control problems using adaptive Radau collocation

Method for solving bang-bang and singular optimal control problems using adaptive Radau collocation
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利用自适应Radau配置求解bang-bang和奇异最优控制问题的方法

DOI:
10.1007/s10589-022-00350-6
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发表时间:
2022
影响因子:
2.2
通讯作者:
Rao, Anil V.
Rao, Anil V.
中科院分区:
数学3区
文献类型:
--
作者:
Pager, Elisha R.;Rao, Anil V.

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提出了一种利用自适应legende - gaas - radau配置求解bang-bang和奇异最优控制问题的方法。该方法分为几个部分。首先,提出了一种结构检测方法,识别控制中的开关次数,并对解为bang-bang或奇异的段进行相应的开关函数分析。其次,在检测到结构后,将域分解为多个域,使多域公式包含代表最优控制中的切换时间的附加决策变量。在分类为bang-bang的域中,控制被设置为其上限或下限。在奇异域,对目标函数增广正则化项以避免奇异弧。然后,对奇异域开发迭代过程,以获得与奇异控制非常接近的控制。该方法在四个实例中得到了验证,其中三个实例具有bang-bang和/或奇异最优控制,而第四个实例具有光滑和非奇异最优控制。结果表明,与以前开发的不适合解决非光滑和/或奇异最优控制问题的网格细化方法相比,本文方法提供了精确的解,并且产生的结果与以前开发的网格细化方法等效于解为光滑的最优控制问题。
A method is developed for solving bang-bang and singular optimal control problems using adaptive Legendre–Gauss–Radau collocation. The method is divided into several parts. First, a structure detection method is developed that identifies switch times in the control and analyzes the corresponding switching function for segments where the solution is either bang-bang or singular. Second, after the structure has been detected, the domain is decomposed into multiple domains such that the multiple-domain formulation includes additional decision variables that represent the switch times in the optimal control. In domains classified as bang-bang, the control is set to either its upper or lower limit. In domains identified as singular, the objective function is augmented with a regularization term to avoid the singular arc. An iterative procedure is then developed for singular domains to obtain a control that lies in close proximity to the singular control. The method is demonstrated on four examples, three of which have either a bang-bang and/or singular optimal control while the fourth has a smooth and nonsingular optimal control. The results demonstrate that the method of this paper provides accurate solutions to problems whose solutions are either bang-bang or singular when compared against previously developed mesh refinement methods that are not tailored for solving nonsmooth and/or singular optimal control problems, and produces results that are equivalent to those obtained using previously developed mesh refinement methods for optimal control problems whose solutions are smooth.
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