Premium
A discrete filled function method for the optimal control of switched systems in discrete time
Author(s) -
Feng Z. G.,
Teo K. L.,
Rehbock V.
Publication year - 2009
Publication title -
optimal control applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.458
H-Index - 44
eISSN - 1099-1514
pISSN - 0143-2087
DOI - 10.1002/oca.885
Subject(s) - discrete optimization , discrete time and continuous time , discrete space , mathematical optimization , function (biology) , optimization problem , discrete system , optimal control , metric (unit) , mathematics , continuous optimization , discrete time stochastic process , descent (aeronautics) , computer science , algorithm , stochastic optimization , engineering , mathematical analysis , statistics , operations management , evolutionary biology , continuous time stochastic process , biology , aerospace engineering , multi swarm optimization
In this paper, we consider the optimal control problem of discrete‐time switched systems. This problem is formulated as an optimization problem involving both continuous and discrete‐valued variables. It can be transformed into a discrete optimization problem. A metric in the space of switching sequences is introduced and an appropriate discrete filled function is constructed. Then, an algorithm that combines the discrete filled function method and a descent method is developed for solving this problem. For illustration, some numerical examples are solved. Copyright © 2009 John Wiley & Sons, Ltd.