A computational method for solving time-delay optimal control problems with free terminal time

This paper considers a class of optimal control problems for general nonlinear time-delay systems with free terminal time. We first show that for this class of problems, the well-known time-scaling transformation for mapping the free time horizon into a fixed time interval yields a new time-delay sy...

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Main Authors: Liu, C., Loxton, Ryan, Teo, Kok Lay
Format: Journal Article
Published: Elsevier BV 2014
Subjects:
Online Access:http://purl.org/au-research/grants/arc/DP140100289
http://hdl.handle.net/20.500.11937/47650
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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 This paper considers a class of optimal control problems for general nonlinear time-delay systems with free terminal time. We first show that for this class of problems, the well-known time-scaling transformation for mapping the free time horizon into a fixed time interval yields a new time-delay system in which the time delays are variable. Then, we introduce a control parameterization scheme to approximate the control variables in the new system by piecewise-constant functions. This yields an approximate finite-dimensional optimization problem with three types of decision variables: the control heights, the control switching times, and the terminal time in the original system (which influences the variable time delays in the new system). We develop a gradient-based optimization approach for solving this approximate problem. Simulation results are also provided to demonstrate the effectiveness of the proposed approach.
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institution Curtin University Malaysia
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publishDate 2014
publisher Elsevier BV
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spelling curtin-20.500.11937-476502022-10-12T02:43:17Z A computational method for solving time-delay optimal control problems with free terminal time Liu, C. Loxton, Ryan Teo, Kok Lay Control parameterization Time-delay system Nonlinear optimization Free terminal time Optimal control This paper considers a class of optimal control problems for general nonlinear time-delay systems with free terminal time. We first show that for this class of problems, the well-known time-scaling transformation for mapping the free time horizon into a fixed time interval yields a new time-delay system in which the time delays are variable. Then, we introduce a control parameterization scheme to approximate the control variables in the new system by piecewise-constant functions. This yields an approximate finite-dimensional optimization problem with three types of decision variables: the control heights, the control switching times, and the terminal time in the original system (which influences the variable time delays in the new system). We develop a gradient-based optimization approach for solving this approximate problem. Simulation results are also provided to demonstrate the effectiveness of the proposed approach. 2014 Journal Article http://hdl.handle.net/20.500.11937/47650 10.1016/j.sysconle.2014.07.001 http://purl.org/au-research/grants/arc/DP140100289 Elsevier BV fulltext
spellingShingle Control parameterization
Time-delay system
Nonlinear optimization
Free terminal time
Optimal control
Liu, C.
Loxton, Ryan
Teo, Kok Lay
A computational method for solving time-delay optimal control problems with free terminal time
title A computational method for solving time-delay optimal control problems with free terminal time
title_full A computational method for solving time-delay optimal control problems with free terminal time
title_fullStr A computational method for solving time-delay optimal control problems with free terminal time
title_full_unstemmed A computational method for solving time-delay optimal control problems with free terminal time
title_short A computational method for solving time-delay optimal control problems with free terminal time
title_sort computational method for solving time-delay optimal control problems with free terminal time
topic Control parameterization
Time-delay system
Nonlinear optimization
Free terminal time
Optimal control
url http://purl.org/au-research/grants/arc/DP140100289
http://hdl.handle.net/20.500.11937/47650