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Solutions to optimal control problems can be discontinuous, even if all the functionals defining the problem are smooth. This can cause difficulties when numerically computing solutions to these problems. While conventional numerical…

最优化与控制 · 数学 2022-11-21 Lucian Nita , Eric C. Kerrigan , Eduardo M. G. Vila , Yuanbo Nie

Introducing flexibility in the time-discretisation mesh can improve convergence and computational time when solving differential equations numerically, particularly when the solutions are discontinuous, as commonly found in control problems…

We propose a novel early-terminating mesh refinement strategy using an integrated residual method to solve dynamic feasibility problems. As a generalization of direct collocation, the integrated residual method is used to approximate an…

最优化与控制 · 数学 2024-03-13 Eduardo M. G. Vila , Eric C. Kerrigan , Paul Bruce

We propose a novel direct transcription and solution method for solving nonlinear, continuous-time dynamic optimization problems. Instead of forcing the dynamic constraints to be satisfied only at a selected number of points as in direct…

最优化与控制 · 数学 2022-01-25 Yuanbo Nie , Eric C. Kerrigan

We show via examples that, when solving optimal control problems, representing the optimal state and input trajectory directly using interpolation schemes may not be the best choice. Due to the lack of considerations for solution…

最优化与控制 · 数学 2021-12-16 Yuanbo Nie , Eric C. Kerrigan

An adaptive mesh refinement and error estimation method for numerically solving optimal control problems is developed using Legendre-Gauss-Radau direct collocation. In regions of the solution where the desired accuracy tolerance has not…

最优化与控制 · 数学 2024-10-11 George V. Haman , Anil V. Rao

We consider the effect of using approximate system predictions in event-triggered control schemes. Such approximations may result from using numerical transcription methods for solving continuous-time optimal control problems. Mesh…

系统与控制 · 电气工程与系统科学 2021-05-31 Omar J. Faqir , Eric C. Kerrigan

Inactive constraints do not contribute to the solution of an optimal control problem, but increase the problem size and burden the numerical computations. We present a novel strategy for handling inactive constraints efficiently by…

系统与控制 · 电气工程与系统科学 2021-12-16 Yuanbo Nie , Eric C. Kerrigan

Optimal control of switched systems is challenging due to the discrete nature of the switching control input. The embedding-based approach addresses this challenge by solving a corresponding relaxed optimal control problem with only…

最优化与控制 · 数学 2015-03-25 Hua Chen , Wei Zhang

A mesh refinement method is described for solving optimal control problems using Legendre-Gauss-Radau collocation. The method detects discontinuities in the control solution by employing an edge detection scheme based on jump function…

最优化与控制 · 数学 2020-03-27 Alexander T. Miller , WIlliam W. Hager , Anil V. Rao

We present an efficient transcription method for highly oscillatory optimal control problems. For these problems, the optimal state trajectory consists of fast oscillations that change slowly over the time horizon. Out of a large number of…

最优化与控制 · 数学 2022-05-19 Jakob Harzer , Jochem De Schutter , Moritz Diehl

In optimal control problems, disturbances are typically dealt with using robust solutions, such as H-infinity or tube model predictive control, that plan control actions feasible for the worst-case disturbance. Yet, planning for every…

最优化与控制 · 数学 2020-08-27 Luiz F. O. Chamon , Alexandre Amice , Santiago Paternain , Alejandro Ribeiro

In this work, we study the gradient projection method for solving a class of stochastic control problems by using a mesh free approximation approach to implement spatial dimension approximation. Our main contribution is to extend the…

最优化与控制 · 数学 2021-04-21 Hui Sun , Feng Bao

We provide an overview on how to use the measurable selection techniques to derive the dynamic programming principle for a general stochastic optimal control/stopping problem. By considering its martingale problem formulation on the…

最优化与控制 · 数学 2024-10-03 Nicole El Karoui , Xiaolu Tan

Model predictive control allows solving complex control tasks with control and state constraints. However, an optimal control problem must be solved in real-time to predict the future system behavior, which is hardly possible on embedded…

系统与控制 · 电气工程与系统科学 2023-04-13 Jan Olucak , Walter Fichter , Torbjørn Cunis

In this paper, we propose a Transformer-based framework for approximating solutions to infinite-dimensional optimization problems: calculus of variations problems and optimal control problems. Our approach leverages offline training on data…

最优化与控制 · 数学 2025-11-20 Gage MacLin , Venanzio Cichella , Andrew Patterson , Irene Gregory

This paper is concerned with the design of optimal control for finite-dimensional control-affine nonlinear dynamical systems. We introduce an optimal control problem that specifically optimizes nonlinear observability in addition to…

系统与控制 · 计算机科学 2017-08-03 Atiye Alaeddini , Kristi A. Morgansen , Mehran Mesbahi

We introduce a family of hybrid discretisations for the numerical approximation of optimal control problems governed by the equations of immiscible displacement in porous media. The proposed schemes are based on mixed and discontinuous…

数值分析 · 数学 2019-05-02 S. Kumar , R. Ruiz Baier , R. Sandilya

This paper considers the optimal control for hybrid systems whose trajectories transition between distinct subsystems when state-dependent constraints are satisfied. Though this class of systems is useful while modeling a variety of…

最优化与控制 · 数学 2018-03-21 Pengcheng Zhao , Shankar Mohan , Ram Vasudevan

Recent low-thrust space missions have highlighted the importance of designing trajectories that are robust against uncertainties. In its complete form, this process is formulated as a nonlinear constrained stochastic optimal control…

最优化与控制 · 数学 2022-02-25 Naoya Ozaki , Stefano Campagnola , Ryu Funase
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