Exploiting symmetries in active set enumeration for constrained linear-quadratic optimal control
Optimization and Control
2023-03-22 v1
Abstract
This paper studies symmetric constrained linear-quadratic optimal control problems and their parametric solutions. The parametric solution of such a problem is a piecewise-affine feedback law that can be equivalently expressed as a set of active sets. We show symmetries of the optimal control problem entail symmetries of the active sets, which can be used to simplify finding the set of active sets considerably. Specifically, we improve a recently proposed method for the dynamic-programming-based enumeration of all active sets. The achieved reduction of the computational effort is illustrated with an example.
Cite
@article{arxiv.2303.11773,
title = {Exploiting symmetries in active set enumeration for constrained linear-quadratic optimal control},
author = {Ruth Mitze and Michal Kvasnica and Martin Mönnigmann},
journal= {arXiv preprint arXiv:2303.11773},
year = {2023}
}
Comments
11 pages, 2 figures