Optimal Control Computation for Discrete Time Time-Delayed Optimal Control Problem with All-Time-Step Inequality Constraints
In this paper, we consider a class of discrete time optimal control problems with time delay and subject to nonlinear all-time-step inequality constraints on both the state and control. By using a constraint transcription technique in conjunction with a local smoothing method, the problem is approxi...
| Main Authors: | , , |
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| Format: | Journal Article |
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ICIC International
2010
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| Online Access: | http://hdl.handle.net/20.500.11937/5722 |
| _version_ | 1848744876092424192 |
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| author | Li, Bin Teo, Kok Lay Duan, G. |
| author_facet | Li, Bin Teo, Kok Lay Duan, G. |
| author_sort | Li, Bin |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | In this paper, we consider a class of discrete time optimal control problems with time delay and subject to nonlinear all-time-step inequality constraints on both the state and control. By using a constraint transcription technique in conjunction with a local smoothing method, the problem is approximated by a sequence of discrete timeoptimal control problems with time delay and subject to nonlinear inequality constraints in canonical form. Rigorous analysis is carried out, showing the convergence of the optimal solutions of the approximate problems to the optimal solution of the original problem. We then move on to consider a general class of discrete time optimal control problem with time delay and subject to nonlinear constraints in canonical form.A computational method is developed based on the sequential quadratic programming (SQP) approximation scheme with active set strategy. It solves the discrete time optimal control problem with time delay and subject to canonical constraints as a nonlinear optimization problem. As an application, we consider a tactical logistic decision analysis problem, which is formulated as a discrete time optimal control problems with time delay and subject to all-time-step inequality constraints. Using the computational method proposed, this practical problem is solved effectively, producing much better results than those obtained in existing literature. |
| first_indexed | 2025-11-14T06:08:25Z |
| format | Journal Article |
| id | curtin-20.500.11937-5722 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T06:08:25Z |
| publishDate | 2010 |
| publisher | ICIC International |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-57222017-01-30T10:48:04Z Optimal Control Computation for Discrete Time Time-Delayed Optimal Control Problem with All-Time-Step Inequality Constraints Li, Bin Teo, Kok Lay Duan, G. Tactical logistic Time delayed system Discrete time system All-time-step inequality constraints Constraint transcription Optimal control In this paper, we consider a class of discrete time optimal control problems with time delay and subject to nonlinear all-time-step inequality constraints on both the state and control. By using a constraint transcription technique in conjunction with a local smoothing method, the problem is approximated by a sequence of discrete timeoptimal control problems with time delay and subject to nonlinear inequality constraints in canonical form. Rigorous analysis is carried out, showing the convergence of the optimal solutions of the approximate problems to the optimal solution of the original problem. We then move on to consider a general class of discrete time optimal control problem with time delay and subject to nonlinear constraints in canonical form.A computational method is developed based on the sequential quadratic programming (SQP) approximation scheme with active set strategy. It solves the discrete time optimal control problem with time delay and subject to canonical constraints as a nonlinear optimization problem. As an application, we consider a tactical logistic decision analysis problem, which is formulated as a discrete time optimal control problems with time delay and subject to all-time-step inequality constraints. Using the computational method proposed, this practical problem is solved effectively, producing much better results than those obtained in existing literature. 2010 Journal Article http://hdl.handle.net/20.500.11937/5722 ICIC International fulltext |
| spellingShingle | Tactical logistic Time delayed system Discrete time system All-time-step inequality constraints Constraint transcription Optimal control Li, Bin Teo, Kok Lay Duan, G. Optimal Control Computation for Discrete Time Time-Delayed Optimal Control Problem with All-Time-Step Inequality Constraints |
| title | Optimal Control Computation for Discrete Time Time-Delayed Optimal Control Problem with All-Time-Step Inequality Constraints |
| title_full | Optimal Control Computation for Discrete Time Time-Delayed Optimal Control Problem with All-Time-Step Inequality Constraints |
| title_fullStr | Optimal Control Computation for Discrete Time Time-Delayed Optimal Control Problem with All-Time-Step Inequality Constraints |
| title_full_unstemmed | Optimal Control Computation for Discrete Time Time-Delayed Optimal Control Problem with All-Time-Step Inequality Constraints |
| title_short | Optimal Control Computation for Discrete Time Time-Delayed Optimal Control Problem with All-Time-Step Inequality Constraints |
| title_sort | optimal control computation for discrete time time-delayed optimal control problem with all-time-step inequality constraints |
| topic | Tactical logistic Time delayed system Discrete time system All-time-step inequality constraints Constraint transcription Optimal control |
| url | http://hdl.handle.net/20.500.11937/5722 |