Convex control systems and convex optimal control problems with constraints

被引:41
|
作者
Azhmyakov, Vadim [1 ]
Raisch, Joerg [2 ,3 ]
机构
[1] CINVESTAV, Dept Automat Control, Mexico City 07000, DF, Mexico
[2] Tech Univ Berlin, Fachgebiet Regelungssyst, D-10587 Berlin, Germany
[3] Max Planck Inst Dynam Complex Tech Syst, Syst & Control Theory Grp, D-39106 Magdeburg, Germany
关键词
convex control systems; convex programming; optimal control;
D O I
10.1109/TAC.2008.919848
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This note discusses the concepts of convex control systems and convex optimal control problems. We study control systems governed by ordinary differential equations in the presence of state and target constraints. Our note is devoted to the following main question: under which additional assumptions is a "sophisticated" constrained optimal control problem equivalent to a "simple" convex minimization problem in a related Hilbert space. We determine some classes of convex control systems and show that, for suitable cost functionals and constraints, optimal control problems for these classes of systems correspond to convex optimization problems. The latter can be reliably solved using standard numerical algorithms and effective regularization schemes. In particular, we propose a conceptual computational approach based on gradient-type methods and proximal point techniques.
引用
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页码:993 / 998
页数:6
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