Switching time and parameter optimization in nonlinear switched systems with multiple time-delays

Abstract In this paper, we consider a dynamic optimization problem involving a general switched system that evolves by switching between several subsystems of nonlinear delay-differential equations. The optimization variables in this system consist of: (1) the times at which the subsystem switches o...

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Main Authors: Liu, C., Loxton, Ryan, Teo, Kok Lay
Format: Journal Article
Published: Springer 2014
Subjects:
Online Access:http://hdl.handle.net/20.500.11937/47016
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author Liu, C.
Loxton, Ryan
Teo, Kok Lay
author_facet Liu, C.
Loxton, Ryan
Teo, Kok Lay
author_sort Liu, C.
building Curtin Institutional Repository
collection Online Access
description Abstract In this paper, we consider a dynamic optimization problem involving a general switched system that evolves by switching between several subsystems of nonlinear delay-differential equations. The optimization variables in this system consist of: (1) the times at which the subsystem switches occur; and (2) a set of system parameters that influence the subsystem dynamics. We first establish the existence of the partial derivatives of the system state with respect to both the switching times and the system parameters. Then, on the basis of this result, we show that the gradient of the cost function can be computed by solving the state system forward in timefollowed by a costate system backward in time. This gradient computation procedure can be combined with any gradient-based optimization method to determine the optimal switching times and parameters. We propose an effective optimization algorithm based on this idea. Finally, we consider three numerical examples, one involving the 1,3-propanediol fed-batch production process, to illustrate the effectiveness and applicability of the proposed algorithm.
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spelling curtin-20.500.11937-470162019-02-19T05:35:07Z Switching time and parameter optimization in nonlinear switched systems with multiple time-delays Liu, C. Loxton, Ryan Teo, Kok Lay Switched system Switching times Time-delay system Nonlinear optimization Abstract In this paper, we consider a dynamic optimization problem involving a general switched system that evolves by switching between several subsystems of nonlinear delay-differential equations. The optimization variables in this system consist of: (1) the times at which the subsystem switches occur; and (2) a set of system parameters that influence the subsystem dynamics. We first establish the existence of the partial derivatives of the system state with respect to both the switching times and the system parameters. Then, on the basis of this result, we show that the gradient of the cost function can be computed by solving the state system forward in timefollowed by a costate system backward in time. This gradient computation procedure can be combined with any gradient-based optimization method to determine the optimal switching times and parameters. We propose an effective optimization algorithm based on this idea. Finally, we consider three numerical examples, one involving the 1,3-propanediol fed-batch production process, to illustrate the effectiveness and applicability of the proposed algorithm. 2014 Journal Article http://hdl.handle.net/20.500.11937/47016 10.1007/s10957-014-0533-7 Springer fulltext
spellingShingle Switched system
Switching times
Time-delay system
Nonlinear optimization
Liu, C.
Loxton, Ryan
Teo, Kok Lay
Switching time and parameter optimization in nonlinear switched systems with multiple time-delays
title Switching time and parameter optimization in nonlinear switched systems with multiple time-delays
title_full Switching time and parameter optimization in nonlinear switched systems with multiple time-delays
title_fullStr Switching time and parameter optimization in nonlinear switched systems with multiple time-delays
title_full_unstemmed Switching time and parameter optimization in nonlinear switched systems with multiple time-delays
title_short Switching time and parameter optimization in nonlinear switched systems with multiple time-delays
title_sort switching time and parameter optimization in nonlinear switched systems with multiple time-delays
topic Switched system
Switching times
Time-delay system
Nonlinear optimization
url http://hdl.handle.net/20.500.11937/47016