A Taylor-Bernstein Inner Approximation Algorithm for Path-Constrained Dynamic Optimization
Abstract
A novel inner approximation algorithm is proposed for dynamic optimization problems to ensure strict satisfaction of path constraints. Distinct from traditional methods relying on interval analysis, the proposed algorithm leverages the convex hull property of Bernstein polynomials to tightly bound the polynomial components of the Taylor expansion, while incorporating the Log-Sum-Exp technique to smooth the non-differentiability arising from coefficient maximization. This approach yields a tighter upper bound function compared to interval methods, with a smaller approximation error. Theoretical analysis shows that the algorithm converges in a finite number of steps to a KKT solution of the original problem that satisfies the specified tolerances. Numerical simulations confirm that the proposed algorithm effectively reduces the number of constraints in the approximation problem, improving computational performance while ensuring strict feasibility.
Cite
@article{arxiv.2602.07507,
title = {A Taylor-Bernstein Inner Approximation Algorithm for Path-Constrained Dynamic Optimization},
author = {Yuan Chang and Lizhong Jiang and Tai-Fang Li and Jun Fu},
journal= {arXiv preprint arXiv:2602.07507},
year = {2026}
}