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We propose a new LMI approach to the design of optimal switching sequences for polynomial dynamical systems with state constraints. We formulate the switching design problem as an optimal control problem which is then relaxed to a linear…

Optimization and Control · Mathematics 2013-03-11 Didier Henrion , Jamal Daafouz , Mathieu Claeys

We consider nonlinear optimal control problems (OCPs) for which all problem data are polynomial. In the first part of the paper, we review how occupation measures can be used to approximate pointwise the optimal value function of a given…

Optimization and Control · Mathematics 2008-12-18 Didier Henrion , Jean B. Lasserre , Carlo Savorgnan

We consider the class of nonlinear optimal control problems (OCP) with polynomial data, i.e., the differential equation, state and control con- straints and cost are all described by polynomials, and more generally for OCPs with smooth…

Optimization and Control · Mathematics 2016-08-14 Jean-Bernard Lasserre , Didier Henrion , Christophe Prieur , Emmanuel Trélat

Viewing stochastic processes through the lens of occupation measures has proved to be a powerful angle of attack for the theoretical and computational analysis of stochastic optimal control problems. We present a simple modification of the…

Optimization and Control · Mathematics 2025-01-20 Flemming Holtorf , Alan Edelman , Christopher Rackauckas

Obtaining initial conditions and parameterizations leading to a model consistent with available measurements or safety specifications is important for many applications. Examples include model (in-)validation, prediction, fault diagnosis,…

Optimization and Control · Mathematics 2013-03-20 Stefan Streif , Philipp Rumschinski , Didier Henrion , Rolf Findeisen

This paper considers the class of deterministic continuous-time optimal control problems (OCPs) with piecewise-affine (PWA) vector field, polynomial Lagrangian and semialgebraic input and state constraints. The OCP is first relaxed as an…

Optimization and Control · Mathematics 2012-11-15 M. Rasheed Abdalmoaty , Didier Henrion , Luis Rodrigues

This paper shows how to find lower bounds on, and sometimes solve globally, a large class of nonlinear optimal control problems with impulsive controls using semi-definite programming (SDP). This is done by relaxing an optimal control…

Optimization and Control · Mathematics 2011-10-18 Mathieu Claeys , Denis Arzelier , Didier Henrion , Jean-Bernard Lasserre

For a constrained optimal impulse control problem of an abstract dynamical system, we introduce the occupation measures along with aggregated occupation measures and present two associated linear programs. We prove that the two linear…

Optimization and Control · Mathematics 2020-10-27 Alexey Piunovskiy , Yi Zhang

Mechanistic models in biology often involve numerous parameters about which we do not have direct experimental information. The traditional approach is to fit these parameters using extensive numerical simulations (e.g. by the Monte-Carlo…

Systems and Control · Computer Science 2022-01-10 Alexandre Rocca , Marcelo Forets , Victor Magron , Eric Fanchon , Thao Dang

We revisit the linear programming approach to deterministic, continuous time, infinite horizon discounted optimal control problems. In the first part, we relax the original problem to an infinite-dimensional linear program over a measure…

Optimization and Control · Mathematics 2017-06-08 Angeliki Kamoutsi , Tobias Sutter , Peyman Mohajerin Esfahani , John Lygeros

Infinite-dimensional linear conic formulations are described for nonlinear optimal control problems. The primal linear problem consists of finding occupation measures supported on optimal relaxed controlled trajectories, whereas the dual…

Optimization and Control · Mathematics 2014-07-08 Didier Henrion , Edouard Pauwels

Conditions are established under which the optimal control of processes having both absolutely continuous and singular (with respect to time) controls are equivalent to linear programs over a space of measures on the state and control…

Probability · Mathematics 2017-07-31 Thomas G. Kurtz , Richard H. Stockbridge

In the 1960s, a moment approach to linear time varying (LTV) minimal norm impulsive optimal control was developed, as an alternative to direct approaches (based on discretization of the equations of motion and linear programming) or…

Optimization and Control · Mathematics 2024-10-18 Mathieu Claeys , Denis Arzelier , Didier Henrion , Jean-Bernard Lasserre

Occupation measures and linear matrix inequality (LMI) relax-ations (called the moment sums of squares or Lasserre hierarchy) have been used previously as a means for solving control law verification and validation (VV) problems. However,…

Systems and Control · Electrical Eng. & Systems 2020-05-20 Daniel Wagner , Didier Henrion , Martin Hrom{č}ík

This paper presents an efficient Mixed-Integer Nonlinear Programming (MINLP) formulation for systems with discrete control inputs under dwell time constraints. By viewing such systems as a switched system, the problem is decomposed into a…

Optimization and Control · Mathematics 2025-01-10 Ramin Abbasi-Esfeden , Armin Nurkanovic , Moritz Diehl , Panagiotis Patrinos , Jan Swevers

This paper addresses three complex control challenges related to input-saturated systems from a data-driven perspective. Unlike the traditional two-stage process involving system identification and model-based control, the proposed approach…

Optimization and Control · Mathematics 2024-05-14 Federico Porcari , Valentina Breschi , Luca Zaccarian , Simone Formentin

We address the inverse problem of Lagrangian identification based on trajecto-ries in the context of nonlinear optimal control. We propose a general formulation of the inverse problem based on occupation measures and complementarity in…

Optimization and Control · Mathematics 2020-02-24 Edouard Pauwels , Didier Henrion , Jean-Bernard Lasserre

The numerical realization of the dynamic programming principle for continuous-time optimal control leads to nonlinear Hamilton-Jacobi-Bellman equations which require the minimization of a nonlinear mapping over the set of admissible…

Optimization and Control · Mathematics 2015-02-26 Dante Kalise , Axel Kröner , Karl Kunisch

This paper deals with the problem of robust dynamic output feedback stabilization of interval fractional-order linear time invariant (FO-LTI) systems with the fractional order $1\le\alpha<2$. In this study, a new formulation based on the…

Systems and Control · Electrical Eng. & Systems 2020-04-02 Pouya Badri , Mahdi Sojoodi

This paper investigates two related optimal input selection problems for fixed (non-switched) and switched structured systems. More precisely, we consider selecting the minimum cost of inputs from a prior set of inputs, and selecting the…

Systems and Control · Electrical Eng. & Systems 2022-10-20 Yuan Zhang , Yuanqing Xia , Shenyu Liu , Zhongqi Sun
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