American Institute of Mathematical Sciences

Advanced
  • Previous Article
    Convergence analysis of Euler discretization of control-state constrained optimal control problems with controls of bounded variation
  • JIMO Home
  • This Issue
  • Next Article
    Heuristics for parallel machine scheduling with batch delivery consideration
January  2014, 10(1): 275-309. doi: 10.3934/jimo.2014.10.275

The control parameterization method for nonlinear optimal control: A survey

Qun Lin 1, , Ryan Loxton 1, and  Kok Lay Teo 2,

1. 

Department of Mathematics and Statistics, Curtin University, GPO Box U1987 Perth, Western Australia 6845
2. 

Department of Mathematics and Statistics, Curtin University of Technology, GPO Box U 1987, Perth, W.A. 6845

Received  January 2013 Revised  July 2013 Published  October 2013

The control parameterization method is a popular numerical technique for solving optimal control problems. The main idea of control parameterization is to discretize the control space by approximating the control function by a linear combination of basis functions. Under this approximation scheme, the optimal control problem is reduced to an approximate nonlinear optimization problem with a finite number of decision variables. This approximate problem can then be solved using nonlinear programming techniques. The aim of this paper is to introduce the fundamentals of the control parameterization method and survey its various applications to non-standard optimal control problems. Topics discussed include gradient computation, numerical convergence, variable switching times, and methods for handling state constraints. We conclude the paper with some suggestions for future research.
Keywords: switching times, time-scaling transformation, control parameterization, Optimal control, state constraints..
Mathematics Subject Classification: Primary: 49M37; Secondary: 65K10, 65P99, 90C30, 93C1.
Citation: Qun Lin, Ryan Loxton, Kok Lay Teo. The control parameterization method for nonlinear optimal control: A survey. Journal of Industrial & Management Optimization, 2014, 10 (1) : 275-309. doi: 10.3934/jimo.2014.10.275
References:
[1]

B. Açikmeşe and L. Blackmore, Lossless convexification of a class of optimal control problems with non-convex control constraints,, Automatica J. IFAC, 47 (2011), 341.  doi: 10.1016/j.automatica.2010.10.037.  Google Scholar

[2]

N. U. Ahmed, "Elements of Finite-Dimensional Systems and Control Theory,'', Longman Scientific and Technical, (1988).   Google Scholar

[3]

N. U. Ahmed, "Dynamic Systems and Control with Applications,'', World Scientific, (2006).   Google Scholar

[4]

Z. Benayache, G. Besançon and D. Georges, A new nonlinear control methodology for irrigation canals based on a delayed input model,, in, (2008).   Google Scholar

[5]

J. M. Blatt, Optimal control with a cost of switching control,, Journal of the Australian Mathematical Society - Series B: Applied Mathematics, 19 (1976), 316.   Google Scholar

[6]

M. Boccadoro, Y. Wardi, M. Egerstedt and E. Verriest, Optimal control of switching surfaces in hybrid dynamical systems,, Discrete Event Dynamic Systems: Theory and Applications, 15 (2005), 433.  doi: 10.1007/s10626-005-4060-4.  Google Scholar

[7]

C. Büskens and H. Maurer, SQP-methods for solving optimal control problems with control and state constraints: Adjoint variables, sensitivity analysis and real-time control,, Journal of Computational and Applied Mathematics, 120 (2000), 85.  doi: 10.1016/S0377-0427(00)00305-8.  Google Scholar

[8]

L. Caccetta, I. Loosen and V. Rehbock, Computational aspects of the optimal transit path problem,, Journal of Industrial and Management Optimization, 4 (2008), 95.  doi: 10.3934/jimo.2008.4.95.  Google Scholar

[9]

Q. Chai, R. Loxton, K. L. Teo and C. Yang, A max-min control problem arising in gradient elution chromatography,, Industrial and Engineering Chemistry Research, 51 (2012), 6137.  doi: 10.1021/ie202475p.  Google Scholar

[10]

Q. Chai, R. Loxton, K. L. Teo and C. Yang, A unified parameter identification method for nonlinear time-delay systems,, Journal of Industrial and Management Optimization, 9 (2013), 471.  doi: 10.3934/jimo.2013.9.471.  Google Scholar

[11]

Q. Chai, R. Loxton, K. L. Teo and C. Yang, A class of optimal state-delay control problems,, Nonlinear Analysis: Real World Applications, 14 (2013), 1536.  doi: 10.1016/j.nonrwa.2012.10.017.  Google Scholar

[12]

Q. Chai, R. Loxton, K. L. Teo and C. Yang, Time-delay estimation for nonlinear systems with piecewise-constant input,, Applied Mathematics and Computation, 219 (2013), 9543.  doi: 10.1016/j.amc.2013.03.015.  Google Scholar

[13]

Q. Q. Chai, C. H. Yang, K. L. Teo and W. H. Gui, Optimal control of an industrial-scale evaporation process: Sodium aluminate solution,, Control Engineering Practice, 20 (2012), 618.  doi: 10.1016/j.conengprac.2012.03.001.  Google Scholar

[14]

B. Christiansen, H. Maurer and O. Zirn, Optimal control of a voice-coil-motor with Coulombic friction,, in, (2008).  doi: 10.1109/CDC.2008.4739025.  Google Scholar

[15]

M. Chyba, T. Haberkorn, R. N. Smith and S. K. Choi, Design and implementation of time efficient trajectories for autonomous underwater vehicles,, Ocean Engineering, 35 (2008), 63.  doi: 10.1016/j.oceaneng.2007.07.007.  Google Scholar

[16]

J. Y. Dieulot and J. P. Richard, Tracking control of a nonlinear system with input-dependent delay,, in, (2001).   Google Scholar

[17]

B. Farhadinia, K. L. Teo and R. Loxton, A computational method for a class of non-standard time optimal control problems involving multiple time horizons,, Mathematical and Computer Modelling, 49 (2009), 1682.  doi: 10.1016/j.mcm.2008.08.019.  Google Scholar

[18]

M. Gerdts and M. Kunkel, A nonsmooth Newton's method for discretized optimal control problems with state and control constraints,, Journal of Industrial and Management Optimization, 4 (2008), 247.  doi: 10.3934/jimo.2008.4.247.  Google Scholar

[19]

C. J. Goh and K. L. Teo, Control parametrization: A unified approach to optimal control problems with general constraints,, Automatica J. IFAC, 24 (1988), 3.  doi: 10.1016/0005-1098(88)90003-9.  Google Scholar

[20]

P. G. Howlett, P. J. Pudney and X. Vu, Local energy minimization in optimal train control,, Automatica J. IFAC, 45 (2009), 2692.  doi: 10.1016/j.automatica.2009.07.028.  Google Scholar

[21]

L. S. Jennings, M. E. Fisher, K. L. Teo and C. J. Goh, "MISER3 Optimal Control Software: Theory and User Manual,'', University of Western Australia, (2004).   Google Scholar

[22]

L. S. Jennings and K. L. Teo, A computational algorithm for functional inequality constrained optimization problems,, Automatica J. IFAC, 26 (1990), 371.  doi: 10.1016/0005-1098(90)90131-Z.  Google Scholar

[23]

C. Jiang, Q. Lin, C. Yu, K. L. Teo and G. R. Duan, An exact penalty method for free terminal time optimal control problem with continuous inequality constraints,, Journal of Optimization Theory and Applications, 154 (2012), 30.  doi: 10.1007/s10957-012-0006-9.  Google Scholar

[24]

C. Jiang, K. L. Teo, R. Loxton and G. R. Duan, A neighboring extremal solution for an optimal switched impulsive control problem,, Journal of Industrial and Management Optimization, 8 (2012), 591.  doi: 10.3934/jimo.2012.8.591.  Google Scholar

[25]

K. Kaji and K. H. Wong, Nonlinearly constrained time-delayed optimal control problems,, Journal of Optimization Theory and Applications, 82 (1994), 295.  doi: 10.1007/BF02191855.  Google Scholar

[26]

C. Y. Kaya and J. L. Noakes, Computational method for time-optimal switching control,, Journal of Optimization Theory and Applications, 117 (2003), 69.  doi: 10.1023/A:1023600422807.  Google Scholar

[27]

H. W. J. Lee, K. L. Teo and X. Q. Cai, An optimal control approach to nonlinear mixed integer programming problems,, Computers and Mathematics with Applications, 36 (1998), 87.  doi: 10.1016/S0898-1221(98)00131-X.  Google Scholar

[28]

H. W. J. Lee, K. L. Teo and A. E. B. Lim, Sensor scheduling in continuous time,, Automatica J. IFAC, 37 (2001), 2017.  doi: 10.1016/S0005-1098(01)00159-5.  Google Scholar

[29]

H. W. J. Lee, K. L. Teo, V. Rehbock and L. S. Jennings, Control parametrization enhancing technique for time optimal control problems,, Dynamic Systems and Applications, 6 (1997), 243.   Google Scholar

[30]

H. W. J. Lee, K. L. Teo, V. Rehbock and L. S. Jennings, Control parametrization enhancing technique for optimal discrete-valued control problems,, Automatica J. IFAC, 35 (1999), 1401.  doi: 10.1016/S0005-1098(99)00050-3.  Google Scholar

[31]

H. W. J. Lee and K. L. Teo, Control parametrization enhancing technique for solving a special ODE class with state dependent switch,, Journal of Optimization Theory and Applications, 118 (2003), 55.  doi: 10.1023/A:1024735407694.  Google Scholar

[32]

H. W. J. Lee and K. H. Wong, Semi-infinite programming approach to nonlinear time-delayed optimal control problems with linear continuous constraints,, Optimization Methods and Software, 21 (2006), 679.  doi: 10.1080/10556780500142306.  Google Scholar

[33]

R. Li, K. L. Teo, K. H. Wong and G. R. Duan, Control parameterization enhancing transform for optimal control of switched systems,, Mathematical and Computer Modelling, 43 (2006), 1393.  doi: 10.1016/j.mcm.2005.08.012.  Google Scholar

[34]

B. Li, C. J. Yu, K. L. Teo and G. R. Duan, An exact penalty function method for continuous inequality constrained optimal control problem,, Journal of Optimization Theory and Applications, 151 (2011), 260.  doi: 10.1007/s10957-011-9904-5.  Google Scholar

[35]

B. Li, K. L. Teo, C. C. Lim and G. R. Duan, An optimal PID controller design for nonlinear constrained optimal control problems,, Discrete and Continuous Dynamical Systems: Series B, 16 (2011), 1101.  doi: 10.3934/dcdsb.2011.16.1101.  Google Scholar

[36]

Q. Lin, R. Loxton, K. L. Teo and Y. H. Wu, A new computational method for a class of free terminal time optimal control problems,, Pacific Journal of Optimization, 7 (2011), 63.   Google Scholar

[37]

Q. Lin, R. Loxton, K. L. Teo and Y. H. Wu, A new computational method for optimizing nonlinear impulsive systems,, Dynamics of Continuous, 18 (2011), 59.   Google Scholar

[38]

Q. Lin, R. Loxton, K. L. Teo and Y. H. Wu, Optimal control computation for nonlinear systems with state-dependent stopping criteria,, Automatica J. IFAC, 48 (2012), 2116.  doi: 10.1016/j.automatica.2012.06.055.  Google Scholar

[39]

Y. Liu, A. Eberhard and K. L. Teo, A numerical method for a class of mixed switching and impulsive optimal control problems,, Computers and Mathematics with Applications, 52 (2006), 625.  doi: 10.1016/j.camwa.2006.10.001.  Google Scholar

[40]

C. Liu, Z. Gong, E. Feng and H. Yin, Modelling and optimal control for nonlinear multistage dynamical system of microbial fed-batch culture,, Journal of Industrial and Management Optimization, 5 (2009), 835.  doi: 10.3934/jimo.2009.5.835.  Google Scholar

[41]

Y. Liu, K. L. Teo, L. S. Jennings and S. Wang, On a class of optimal control problems with state jumps,, Journal of Optimization Theory and Applications, 98 (1998), 65.  doi: 10.1023/A:1022684730236.  Google Scholar

[42]

R. Loxton, Q. Lin and K. L. Teo, Minimizing control variation in nonlinear optimal control,, Automatica J. IFAC, 49 (2013), 2652.  doi: 10.1016/j.automatica.2013.05.027.  Google Scholar

[43]

R. Loxton, Q. Lin, V. Rehbock and K. L. Teo, Control parameterization for optimal control problems with continuous inequality constraints: New convergence results,, Numerical Algebra, 2 (2012), 571.  doi: 10.3934/naco.2012.2.571.  Google Scholar

[44]

R. Loxton, K. L. Teo and V. Rehbock, Optimal control problems with multiple characteristic time points in the objective and constraints,, Automatica J. IFAC, 44 (2008), 2923.  doi: 10.1016/j.automatica.2008.04.011.  Google Scholar

[45]

R. Loxton, K. L. Teo and V. Rehbock, Computational method for a class of switched system optimal control problems,, IEEE Transactions on Automatic Control, 54 (2009), 2455.  doi: 10.1109/TAC.2009.2029310.  Google Scholar

[46]

R. Loxton, K. L. Teo and V. Rehbock, An optimization approach to state-delay identification,, IEEE Transactions on Automatic Control, 55 (2010), 2113.  doi: 10.1109/TAC.2010.2050710.  Google Scholar

[47]

R. Loxton, K. L. Teo and V. Rehbock, Robust suboptimal control of nonlinear systems,, Applied Mathematics and Computation, 217 (2011), 6566.  doi: 10.1016/j.amc.2011.01.039.  Google Scholar

[48]

R. Loxton, K. L. Teo, V. Rehbock and W. K. Ling, Optimal switching instants for a switched-capacitor DC/DC power converter,, Automatica J. IFAC, 45 (2009), 973.  doi: 10.1016/j.automatica.2008.10.031.  Google Scholar

[49]

R. Loxton, K. L. Teo, V. Rehbock and K. F. C. Yiu, Optimal control problems with a continuous inequality constraint on the state and the control,, Automatica J. IFAC, 45 (2009), 2250.  doi: 10.1016/j.automatica.2009.05.029.  Google Scholar

[50]

D. G. Luenberger and Y. Ye, "Linear and Nonlinear Programming,'' 3rd Edition,, Springer, (2008).   Google Scholar

[51]

R. B. Martin, Optimal control drug scheduling of cancer chemotherapy,, Automatica J. IFAC, 28 (1992), 1113.  doi: 10.1016/0005-1098(92)90054-J.  Google Scholar

[52]

J. Matula, On an extremum problem,, Journal of the Australian Mathematical Society - Series B: Applied Mathematics, 28 (1987), 376.  doi: 10.1017/S0334270000005464.  Google Scholar

[53]

J. Nocedal and S. J. Wright, "Numerical Optimization,'' 2nd Edition,, Springer, (2006).   Google Scholar

[54]

V. Rehbock, "Tracking Control and Optimal Control,'', PhD thesis, (1994).   Google Scholar

[55]

V. Rehbock and L. Caccetta, Two defence applications involving discrete valued optimal control,, ANZIAM Journal, 44 (2002).  doi: 10.1017/S1446181100007884.  Google Scholar

[56]

V. Rehbock, K. L. Teo, L. S. Jennings and H. W. J. Lee, A survey of the control parametrization and control parametrization enhancing methods for constrained optimal control problems,, in, (1999).  doi: 10.1007/978-1-4613-3285-5_13.  Google Scholar

[57]

J. P. Richard, Time-delay systems: An overview of some recent advances and open problems,, Automatica J. IFAC, 39 (2003), 1667.  doi: 10.1016/S0005-1098(03)00167-5.  Google Scholar

[58]

T. Ruby and V. Rehbock, Numerical solutions of optimal switching control problems,, in, (2005).  doi: 10.1007/0-387-24255-4_21.  Google Scholar

[59]

T. Ruby, V. Rehbock and W. B. Lawrance, Optimal control of hybrid power systems,, Dynamics of Continuous, 10 (2003), 429.   Google Scholar

[60]

A. Siburian and V. Rehbock, Numerical procedure for solving a class of singular optimal control problems,, Optimization Methods and Software, 19 (2004), 413.  doi: 10.1080/10556780310001656637.  Google Scholar

[61]

D. E. Stewart, A numerical algorithm for optimal control problems with switching costs,, Journal of the Australian Mathematical Society - Series B: Applied Mathematics, 34 (1992), 212.  doi: 10.1017/S0334270000008730.  Google Scholar

[62]

K. L. Teo, Control parametrization enhancing transform to optimal control problems,, Nonlinear Analysis: Theory, 63 (2005).  doi: 10.1016/j.na.2005.03.066.  Google Scholar

[63]

K. L. Teo and C. J. Goh, A simple computational procedure for optimization problems with functional inequality constraints,, IEEE Transactions on Automatic Control, 32 (1987), 940.  doi: 10.1109/TAC.1987.1104471.  Google Scholar

[64]

K. L. Teo, C. J. Goh and C. C. Lim, A computational method for a class of dynamical optimization problems in which the terminal time is conditionally free,, IMA Journal of Mathematical Control and Information, 6 (1989), 81.  doi: 10.1093/imamci/6.1.81.  Google Scholar

[65]

K. L. Teo, C. J. Goh and K. H. Wong, "A Unified Computational Approach to Optimal Control Problems,'', Longman Scientific and Technical, (1991).   Google Scholar

[66]

K. L. Teo and L. S. Jennings, Nonlinear optimal control problems with continuous state inequality constraints,, Journal of Optimization Theory and Applications, 63 (1989), 1.  doi: 10.1007/BF00940727.  Google Scholar

[67]

K. L. Teo and L. S. Jennings, Optimal control with a cost on changing control,, Journal of Optimization Theory and Applications, 68 (1991), 335.  doi: 10.1007/BF00941572.  Google Scholar

[68]

K. L. Teo, L. S. Jennings, H. W. J. Lee and V. Rehbock, The control parameterization enhancing transform for constrained optimal control problems,, Journal of the Australian Mathematical Society - Series B: Applied Mathematics, 40 (1999), 314.  doi: 10.1017/S0334270000010936.  Google Scholar

[69]

K. L. Teo, G. Jepps, E. J. Moore and S. Hayes, A computational method for free time optimal control problems, with application to maximizing the range of an aircraft-like projectile,, Journal of the Australian Mathematical Society - Series B: Applied Mathematics, 28 (1987), 393.  doi: 10.1017/S0334270000005476.  Google Scholar

[70]

K. L. Teo, W. R. Lee, L. S. Jennings, S. Wang and Y. Liu, Numerical solution of an optimal control problem with variable time points in the objective function,, ANZIAM Journal, 43 (2002), 463.   Google Scholar

[71]

K. L. Teo, V. Rehbock and L. S. Jennings, A new computational algorithm for functional inequality constrained optimization problems,, Automatica J. IFAC, 29 (1993), 789.  doi: 10.1016/0005-1098(93)90076-6.  Google Scholar

[72]

T. L. Vincent and W. J. Grantham, "Optimality in Parametric Systems,'', John Wiley, (1981).   Google Scholar

[73]

L. Y. Wang, W. H. Gui, K. L. Teo, R. Loxton and C. H. Yang, Time delayed optimal control problems with multiple characteristic time points: Computation and industrial applications,, Journal of Industrial and Management Optimization, 5 (2009), 705.  doi: 10.3934/jimo.2009.5.705.  Google Scholar

[74]

L. Y. Wang, W. H. Gui, K. L. Teo, R. Loxton and C. H. Yang, Optimal control problems arising in the zinc sulphate electrolyte purification process,, Journal of Global Optimization, 54 (2012), 307.  doi: 10.1007/s10898-012-9863-x.  Google Scholar

[75]

K. H. Wong, L. S. Jennings and F. Benyah, The control parametrization enhancing transform for constrained time-delayed optimal control problems,, ANZIAM Journal, 43 (2002).   Google Scholar

[76]

S. F. Woon, V. Rehbock and R. Loxton, Global optimization method for continuous-time sensor scheduling,, Nonlinear Dynamics and Systems Theory, 10 (2010), 175.   Google Scholar

[77]

S. F. Woon, V. Rehbock and R. Loxton, Towards global solutions of optimal discrete-valued control problems,, Optimal Control Applications and Methods, 33 (2012), 576.  doi: 10.1002/oca.1015.  Google Scholar

[78]

C. Z. Wu and K. L. Teo, Global impulsive optimal control computation,, Journal of Industrial and Management Optimization, 2 (2006), 435.  doi: 10.3934/jimo.2006.2.435.  Google Scholar

[79]

C. Z. Wu, K. L. Teo and V. Rehbock, A filled function method for optimal discrete-valued control problems,, Journal of Global Optimization, 44 (2009), 213.  doi: 10.1007/s10898-008-9319-5.  Google Scholar

[80]

R. Yu and P. Leung, Optimal partial harvesting schedule for aquaculture operations,, Marine Resource Economics, 21 (2006), 301.   Google Scholar

[81]

C. Yu, B. Li, R. Loxton and K. L. Teo, Optimal discrete-valued control computation,, Journal of Global Optimization, 56 (2013), 503.  doi: 10.1007/s10898-012-9858-7.  Google Scholar

[82]

Y. Zhao and M. A. Stadtherr, Rigorous global optimization for dynamic systems subject to inequality path constraints,, Industrial and Engineering Chemistry Research, 50 (2011), 12678.  doi: 10.1021/ie200996f.  Google Scholar

show all references

References:
[1]

B. Açikmeşe and L. Blackmore, Lossless convexification of a class of optimal control problems with non-convex control constraints,, Automatica J. IFAC, 47 (2011), 341.  doi: 10.1016/j.automatica.2010.10.037.  Google Scholar

[2]

N. U. Ahmed, "Elements of Finite-Dimensional Systems and Control Theory,'', Longman Scientific and Technical, (1988).   Google Scholar

[3]

N. U. Ahmed, "Dynamic Systems and Control with Applications,'', World Scientific, (2006).   Google Scholar

[4]

Z. Benayache, G. Besançon and D. Georges, A new nonlinear control methodology for irrigation canals based on a delayed input model,, in, (2008).   Google Scholar

[5]

J. M. Blatt, Optimal control with a cost of switching control,, Journal of the Australian Mathematical Society - Series B: Applied Mathematics, 19 (1976), 316.   Google Scholar

[6]

M. Boccadoro, Y. Wardi, M. Egerstedt and E. Verriest, Optimal control of switching surfaces in hybrid dynamical systems,, Discrete Event Dynamic Systems: Theory and Applications, 15 (2005), 433.  doi: 10.1007/s10626-005-4060-4.  Google Scholar

[7]

C. Büskens and H. Maurer, SQP-methods for solving optimal control problems with control and state constraints: Adjoint variables, sensitivity analysis and real-time control,, Journal of Computational and Applied Mathematics, 120 (2000), 85.  doi: 10.1016/S0377-0427(00)00305-8.  Google Scholar

[8]

L. Caccetta, I. Loosen and V. Rehbock, Computational aspects of the optimal transit path problem,, Journal of Industrial and Management Optimization, 4 (2008), 95.  doi: 10.3934/jimo.2008.4.95.  Google Scholar

[9]

Q. Chai, R. Loxton, K. L. Teo and C. Yang, A max-min control problem arising in gradient elution chromatography,, Industrial and Engineering Chemistry Research, 51 (2012), 6137.  doi: 10.1021/ie202475p.  Google Scholar

[10]

Q. Chai, R. Loxton, K. L. Teo and C. Yang, A unified parameter identification method for nonlinear time-delay systems,, Journal of Industrial and Management Optimization, 9 (2013), 471.  doi: 10.3934/jimo.2013.9.471.  Google Scholar

[11]

Q. Chai, R. Loxton, K. L. Teo and C. Yang, A class of optimal state-delay control problems,, Nonlinear Analysis: Real World Applications, 14 (2013), 1536.  doi: 10.1016/j.nonrwa.2012.10.017.  Google Scholar

[12]

Q. Chai, R. Loxton, K. L. Teo and C. Yang, Time-delay estimation for nonlinear systems with piecewise-constant input,, Applied Mathematics and Computation, 219 (2013), 9543.  doi: 10.1016/j.amc.2013.03.015.  Google Scholar

[13]

Q. Q. Chai, C. H. Yang, K. L. Teo and W. H. Gui, Optimal control of an industrial-scale evaporation process: Sodium aluminate solution,, Control Engineering Practice, 20 (2012), 618.  doi: 10.1016/j.conengprac.2012.03.001.  Google Scholar

[14]

B. Christiansen, H. Maurer and O. Zirn, Optimal control of a voice-coil-motor with Coulombic friction,, in, (2008).  doi: 10.1109/CDC.2008.4739025.  Google Scholar

[15]

M. Chyba, T. Haberkorn, R. N. Smith and S. K. Choi, Design and implementation of time efficient trajectories for autonomous underwater vehicles,, Ocean Engineering, 35 (2008), 63.  doi: 10.1016/j.oceaneng.2007.07.007.  Google Scholar

[16]

J. Y. Dieulot and J. P. Richard, Tracking control of a nonlinear system with input-dependent delay,, in, (2001).   Google Scholar

[17]

B. Farhadinia, K. L. Teo and R. Loxton, A computational method for a class of non-standard time optimal control problems involving multiple time horizons,, Mathematical and Computer Modelling, 49 (2009), 1682.  doi: 10.1016/j.mcm.2008.08.019.  Google Scholar

[18]

M. Gerdts and M. Kunkel, A nonsmooth Newton's method for discretized optimal control problems with state and control constraints,, Journal of Industrial and Management Optimization, 4 (2008), 247.  doi: 10.3934/jimo.2008.4.247.  Google Scholar

[19]

C. J. Goh and K. L. Teo, Control parametrization: A unified approach to optimal control problems with general constraints,, Automatica J. IFAC, 24 (1988), 3.  doi: 10.1016/0005-1098(88)90003-9.  Google Scholar

[20]

P. G. Howlett, P. J. Pudney and X. Vu, Local energy minimization in optimal train control,, Automatica J. IFAC, 45 (2009), 2692.  doi: 10.1016/j.automatica.2009.07.028.  Google Scholar

[21]

L. S. Jennings, M. E. Fisher, K. L. Teo and C. J. Goh, "MISER3 Optimal Control Software: Theory and User Manual,'', University of Western Australia, (2004).   Google Scholar

[22]

L. S. Jennings and K. L. Teo, A computational algorithm for functional inequality constrained optimization problems,, Automatica J. IFAC, 26 (1990), 371.  doi: 10.1016/0005-1098(90)90131-Z.  Google Scholar

[23]

C. Jiang, Q. Lin, C. Yu, K. L. Teo and G. R. Duan, An exact penalty method for free terminal time optimal control problem with continuous inequality constraints,, Journal of Optimization Theory and Applications, 154 (2012), 30.  doi: 10.1007/s10957-012-0006-9.  Google Scholar

[24]

C. Jiang, K. L. Teo, R. Loxton and G. R. Duan, A neighboring extremal solution for an optimal switched impulsive control problem,, Journal of Industrial and Management Optimization, 8 (2012), 591.  doi: 10.3934/jimo.2012.8.591.  Google Scholar

[25]

K. Kaji and K. H. Wong, Nonlinearly constrained time-delayed optimal control problems,, Journal of Optimization Theory and Applications, 82 (1994), 295.  doi: 10.1007/BF02191855.  Google Scholar

[26]

C. Y. Kaya and J. L. Noakes, Computational method for time-optimal switching control,, Journal of Optimization Theory and Applications, 117 (2003), 69.  doi: 10.1023/A:1023600422807.  Google Scholar

[27]

H. W. J. Lee, K. L. Teo and X. Q. Cai, An optimal control approach to nonlinear mixed integer programming problems,, Computers and Mathematics with Applications, 36 (1998), 87.  doi: 10.1016/S0898-1221(98)00131-X.  Google Scholar

[28]

H. W. J. Lee, K. L. Teo and A. E. B. Lim, Sensor scheduling in continuous time,, Automatica J. IFAC, 37 (2001), 2017.  doi: 10.1016/S0005-1098(01)00159-5.  Google Scholar

[29]

H. W. J. Lee, K. L. Teo, V. Rehbock and L. S. Jennings, Control parametrization enhancing technique for time optimal control problems,, Dynamic Systems and Applications, 6 (1997), 243.   Google Scholar

[30]

H. W. J. Lee, K. L. Teo, V. Rehbock and L. S. Jennings, Control parametrization enhancing technique for optimal discrete-valued control problems,, Automatica J. IFAC, 35 (1999), 1401.  doi: 10.1016/S0005-1098(99)00050-3.  Google Scholar

[31]

H. W. J. Lee and K. L. Teo, Control parametrization enhancing technique for solving a special ODE class with state dependent switch,, Journal of Optimization Theory and Applications, 118 (2003), 55.  doi: 10.1023/A:1024735407694.  Google Scholar

[32]

H. W. J. Lee and K. H. Wong, Semi-infinite programming approach to nonlinear time-delayed optimal control problems with linear continuous constraints,, Optimization Methods and Software, 21 (2006), 679.  doi: 10.1080/10556780500142306.  Google Scholar

[33]

R. Li, K. L. Teo, K. H. Wong and G. R. Duan, Control parameterization enhancing transform for optimal control of switched systems,, Mathematical and Computer Modelling, 43 (2006), 1393.  doi: 10.1016/j.mcm.2005.08.012.  Google Scholar

[34]

B. Li, C. J. Yu, K. L. Teo and G. R. Duan, An exact penalty function method for continuous inequality constrained optimal control problem,, Journal of Optimization Theory and Applications, 151 (2011), 260.  doi: 10.1007/s10957-011-9904-5.  Google Scholar

[35]

B. Li, K. L. Teo, C. C. Lim and G. R. Duan, An optimal PID controller design for nonlinear constrained optimal control problems,, Discrete and Continuous Dynamical Systems: Series B, 16 (2011), 1101.  doi: 10.3934/dcdsb.2011.16.1101.  Google Scholar

[36]

Q. Lin, R. Loxton, K. L. Teo and Y. H. Wu, A new computational method for a class of free terminal time optimal control problems,, Pacific Journal of Optimization, 7 (2011), 63.   Google Scholar

[37]

Q. Lin, R. Loxton, K. L. Teo and Y. H. Wu, A new computational method for optimizing nonlinear impulsive systems,, Dynamics of Continuous, 18 (2011), 59.   Google Scholar

[38]

Q. Lin, R. Loxton, K. L. Teo and Y. H. Wu, Optimal control computation for nonlinear systems with state-dependent stopping criteria,, Automatica J. IFAC, 48 (2012), 2116.  doi: 10.1016/j.automatica.2012.06.055.  Google Scholar

[39]

Y. Liu, A. Eberhard and K. L. Teo, A numerical method for a class of mixed switching and impulsive optimal control problems,, Computers and Mathematics with Applications, 52 (2006), 625.  doi: 10.1016/j.camwa.2006.10.001.  Google Scholar

[40]

C. Liu, Z. Gong, E. Feng and H. Yin, Modelling and optimal control for nonlinear multistage dynamical system of microbial fed-batch culture,, Journal of Industrial and Management Optimization, 5 (2009), 835.  doi: 10.3934/jimo.2009.5.835.  Google Scholar

[41]

Y. Liu, K. L. Teo, L. S. Jennings and S. Wang, On a class of optimal control problems with state jumps,, Journal of Optimization Theory and Applications, 98 (1998), 65.  doi: 10.1023/A:1022684730236.  Google Scholar

[42]

R. Loxton, Q. Lin and K. L. Teo, Minimizing control variation in nonlinear optimal control,, Automatica J. IFAC, 49 (2013), 2652.  doi: 10.1016/j.automatica.2013.05.027.  Google Scholar

[43]

R. Loxton, Q. Lin, V. Rehbock and K. L. Teo, Control parameterization for optimal control problems with continuous inequality constraints: New convergence results,, Numerical Algebra, 2 (2012), 571.  doi: 10.3934/naco.2012.2.571.  Google Scholar

[44]

R. Loxton, K. L. Teo and V. Rehbock, Optimal control problems with multiple characteristic time points in the objective and constraints,, Automatica J. IFAC, 44 (2008), 2923.  doi: 10.1016/j.automatica.2008.04.011.  Google Scholar

[45]

R. Loxton, K. L. Teo and V. Rehbock, Computational method for a class of switched system optimal control problems,, IEEE Transactions on Automatic Control, 54 (2009), 2455.  doi: 10.1109/TAC.2009.2029310.  Google Scholar

[46]

R. Loxton, K. L. Teo and V. Rehbock, An optimization approach to state-delay identification,, IEEE Transactions on Automatic Control, 55 (2010), 2113.  doi: 10.1109/TAC.2010.2050710.  Google Scholar

[47]

R. Loxton, K. L. Teo and V. Rehbock, Robust suboptimal control of nonlinear systems,, Applied Mathematics and Computation, 217 (2011), 6566.  doi: 10.1016/j.amc.2011.01.039.  Google Scholar

[48]

R. Loxton, K. L. Teo, V. Rehbock and W. K. Ling, Optimal switching instants for a switched-capacitor DC/DC power converter,, Automatica J. IFAC, 45 (2009), 973.  doi: 10.1016/j.automatica.2008.10.031.  Google Scholar

[49]

R. Loxton, K. L. Teo, V. Rehbock and K. F. C. Yiu, Optimal control problems with a continuous inequality constraint on the state and the control,, Automatica J. IFAC, 45 (2009), 2250.  doi: 10.1016/j.automatica.2009.05.029.  Google Scholar

[50]

D. G. Luenberger and Y. Ye, "Linear and Nonlinear Programming,'' 3rd Edition,, Springer, (2008).   Google Scholar

[51]

R. B. Martin, Optimal control drug scheduling of cancer chemotherapy,, Automatica J. IFAC, 28 (1992), 1113.  doi: 10.1016/0005-1098(92)90054-J.  Google Scholar

[52]

J. Matula, On an extremum problem,, Journal of the Australian Mathematical Society - Series B: Applied Mathematics, 28 (1987), 376.  doi: 10.1017/S0334270000005464.  Google Scholar

[53]

J. Nocedal and S. J. Wright, "Numerical Optimization,'' 2nd Edition,, Springer, (2006).   Google Scholar

[54]

V. Rehbock, "Tracking Control and Optimal Control,'', PhD thesis, (1994).   Google Scholar

[55]

V. Rehbock and L. Caccetta, Two defence applications involving discrete valued optimal control,, ANZIAM Journal, 44 (2002).  doi: 10.1017/S1446181100007884.  Google Scholar

[56]

V. Rehbock, K. L. Teo, L. S. Jennings and H. W. J. Lee, A survey of the control parametrization and control parametrization enhancing methods for constrained optimal control problems,, in, (1999).  doi: 10.1007/978-1-4613-3285-5_13.  Google Scholar

[57]

J. P. Richard, Time-delay systems: An overview of some recent advances and open problems,, Automatica J. IFAC, 39 (2003), 1667.  doi: 10.1016/S0005-1098(03)00167-5.  Google Scholar

[58]

T. Ruby and V. Rehbock, Numerical solutions of optimal switching control problems,, in, (2005).  doi: 10.1007/0-387-24255-4_21.  Google Scholar

[59]

T. Ruby, V. Rehbock and W. B. Lawrance, Optimal control of hybrid power systems,, Dynamics of Continuous, 10 (2003), 429.   Google Scholar

[60]

A. Siburian and V. Rehbock, Numerical procedure for solving a class of singular optimal control problems,, Optimization Methods and Software, 19 (2004), 413.  doi: 10.1080/10556780310001656637.  Google Scholar

[61]

D. E. Stewart, A numerical algorithm for optimal control problems with switching costs,, Journal of the Australian Mathematical Society - Series B: Applied Mathematics, 34 (1992), 212.  doi: 10.1017/S0334270000008730.  Google Scholar

[62]

K. L. Teo, Control parametrization enhancing transform to optimal control problems,, Nonlinear Analysis: Theory, 63 (2005).  doi: 10.1016/j.na.2005.03.066.  Google Scholar

[63]

K. L. Teo and C. J. Goh, A simple computational procedure for optimization problems with functional inequality constraints,, IEEE Transactions on Automatic Control, 32 (1987), 940.  doi: 10.1109/TAC.1987.1104471.  Google Scholar

[64]

K. L. Teo, C. J. Goh and C. C. Lim, A computational method for a class of dynamical optimization problems in which the terminal time is conditionally free,, IMA Journal of Mathematical Control and Information, 6 (1989), 81.  doi: 10.1093/imamci/6.1.81.  Google Scholar

[65]

K. L. Teo, C. J. Goh and K. H. Wong, "A Unified Computational Approach to Optimal Control Problems,'', Longman Scientific and Technical, (1991).   Google Scholar

[66]

K. L. Teo and L. S. Jennings, Nonlinear optimal control problems with continuous state inequality constraints,, Journal of Optimization Theory and Applications, 63 (1989), 1.  doi: 10.1007/BF00940727.  Google Scholar

[67]

K. L. Teo and L. S. Jennings, Optimal control with a cost on changing control,, Journal of Optimization Theory and Applications, 68 (1991), 335.  doi: 10.1007/BF00941572.  Google Scholar

[68]

K. L. Teo, L. S. Jennings, H. W. J. Lee and V. Rehbock, The control parameterization enhancing transform for constrained optimal control problems,, Journal of the Australian Mathematical Society - Series B: Applied Mathematics, 40 (1999), 314.  doi: 10.1017/S0334270000010936.  Google Scholar

[69]

K. L. Teo, G. Jepps, E. J. Moore and S. Hayes, A computational method for free time optimal control problems, with application to maximizing the range of an aircraft-like projectile,, Journal of the Australian Mathematical Society - Series B: Applied Mathematics, 28 (1987), 393.  doi: 10.1017/S0334270000005476.  Google Scholar

[70]

K. L. Teo, W. R. Lee, L. S. Jennings, S. Wang and Y. Liu, Numerical solution of an optimal control problem with variable time points in the objective function,, ANZIAM Journal, 43 (2002), 463.   Google Scholar

[71]

K. L. Teo, V. Rehbock and L. S. Jennings, A new computational algorithm for functional inequality constrained optimization problems,, Automatica J. IFAC, 29 (1993), 789.  doi: 10.1016/0005-1098(93)90076-6.  Google Scholar

[72]

T. L. Vincent and W. J. Grantham, "Optimality in Parametric Systems,'', John Wiley, (1981).   Google Scholar

[73]

L. Y. Wang, W. H. Gui, K. L. Teo, R. Loxton and C. H. Yang, Time delayed optimal control problems with multiple characteristic time points: Computation and industrial applications,, Journal of Industrial and Management Optimization, 5 (2009), 705.  doi: 10.3934/jimo.2009.5.705.  Google Scholar

[74]

L. Y. Wang, W. H. Gui, K. L. Teo, R. Loxton and C. H. Yang, Optimal control problems arising in the zinc sulphate electrolyte purification process,, Journal of Global Optimization, 54 (2012), 307.  doi: 10.1007/s10898-012-9863-x.  Google Scholar

[75]

K. H. Wong, L. S. Jennings and F. Benyah, The control parametrization enhancing transform for constrained time-delayed optimal control problems,, ANZIAM Journal, 43 (2002).   Google Scholar

[76]

S. F. Woon, V. Rehbock and R. Loxton, Global optimization method for continuous-time sensor scheduling,, Nonlinear Dynamics and Systems Theory, 10 (2010), 175.   Google Scholar

[77]

S. F. Woon, V. Rehbock and R. Loxton, Towards global solutions of optimal discrete-valued control problems,, Optimal Control Applications and Methods, 33 (2012), 576.  doi: 10.1002/oca.1015.  Google Scholar

[78]

C. Z. Wu and K. L. Teo, Global impulsive optimal control computation,, Journal of Industrial and Management Optimization, 2 (2006), 435.  doi: 10.3934/jimo.2006.2.435.  Google Scholar

[79]

C. Z. Wu, K. L. Teo and V. Rehbock, A filled function method for optimal discrete-valued control problems,, Journal of Global Optimization, 44 (2009), 213.  doi: 10.1007/s10898-008-9319-5.  Google Scholar

[80]

R. Yu and P. Leung, Optimal partial harvesting schedule for aquaculture operations,, Marine Resource Economics, 21 (2006), 301.   Google Scholar

[81]

C. Yu, B. Li, R. Loxton and K. L. Teo, Optimal discrete-valued control computation,, Journal of Global Optimization, 56 (2013), 503.  doi: 10.1007/s10898-012-9858-7.  Google Scholar

[82]

Y. Zhao and M. A. Stadtherr, Rigorous global optimization for dynamic systems subject to inequality path constraints,, Industrial and Engineering Chemistry Research, 50 (2011), 12678.  doi: 10.1021/ie200996f.  Google Scholar

[1]

Stefan Doboszczak, Manil T. Mohan, Sivaguru S. Sritharan. Pontryagin maximum principle for the optimal control of linearized compressible navier-stokes equations with state constraints. Evolution Equations & Control Theory, 2020  doi: 10.3934/eect.2020110
[2]

Lars Grüne, Matthias A. Müller, Christopher M. Kellett, Steven R. Weller. Strict dissipativity for discrete time discounted optimal control problems. Mathematical Control & Related Fields, 2020  doi: 10.3934/mcrf.2020046
[3]

Hong Niu, Zhijiang Feng, Qijin Xiao, Yajun Zhang. A PID control method based on optimal control strategy. Numerical Algebra, Control & Optimization, 2021, 11 (1) : 117-126. doi: 10.3934/naco.2020019
[4]

Lars Grüne, Roberto Guglielmi. On the relation between turnpike properties and dissipativity for continuous time linear quadratic optimal control problems. Mathematical Control & Related Fields, 2021, 11 (1) : 169-188. doi: 10.3934/mcrf.2020032
[5]

Xu Zhang, Chuang Zheng, Enrique Zuazua. Time discrete wave equations: Boundary observability and control. Discrete & Continuous Dynamical Systems - A, 2009, 23 (1&2) : 571-604. doi: 10.3934/dcds.2009.23.571
[6]

Simone Fiori. Error-based control systems on Riemannian state manifolds: Properties of the principal pushforward map associated to parallel transport. Mathematical Control & Related Fields, 2021, 11 (1) : 143-167. doi: 10.3934/mcrf.2020031
[7]

Hai Huang, Xianlong Fu. Optimal control problems for a neutral integro-differential system with infinite delay. Evolution Equations & Control Theory, 2020  doi: 10.3934/eect.2020107
[8]

Vaibhav Mehandiratta, Mani Mehra, Günter Leugering. Fractional optimal control problems on a star graph: Optimality system and numerical solution. Mathematical Control & Related Fields, 2021, 11 (1) : 189-209. doi: 10.3934/mcrf.2020033
[9]

Christian Clason, Vu Huu Nhu, Arnd Rösch. Optimal control of a non-smooth quasilinear elliptic equation. Mathematical Control & Related Fields, 2020  doi: 10.3934/mcrf.2020052
[10]

Hongbo Guan, Yong Yang, Huiqing Zhu. A nonuniform anisotropic FEM for elliptic boundary layer optimal control problems. Discrete & Continuous Dynamical Systems - B, 2021, 26 (3) : 1711-1722. doi: 10.3934/dcdsb.2020179
[11]

Awais Younus, Zoubia Dastgeer, Nudrat Ishaq, Abdul Ghaffar, Kottakkaran Sooppy Nisar, Devendra Kumar. On the observability of conformable linear time-invariant control systems. Discrete & Continuous Dynamical Systems - S, 2020  doi: 10.3934/dcdss.2020444
[12]

Youming Guo, Tingting Li. Optimal control strategies for an online game addiction model with low and high risk exposure. Discrete & Continuous Dynamical Systems - B, 2020  doi: 10.3934/dcdsb.2020347
[13]

Pierluigi Colli, Gianni Gilardi, Jürgen Sprekels. Deep quench approximation and optimal control of general Cahn–Hilliard systems with fractional operators and double obstacle potentials. Discrete & Continuous Dynamical Systems - S, 2021, 14 (1) : 243-271. doi: 10.3934/dcdss.2020213
[14]

Elimhan N. Mahmudov. Infimal convolution and duality in convex optimal control problems with second order evolution differential inclusions. Evolution Equations & Control Theory, 2021, 10 (1) : 37-59. doi: 10.3934/eect.2020051
[15]

Jingrui Sun, Hanxiao Wang. Mean-field stochastic linear-quadratic optimal control problems: Weak closed-loop solvability. Mathematical Control & Related Fields, 2021, 11 (1) : 47-71. doi: 10.3934/mcrf.2020026
[16]

Arthur Fleig, Lars Grüne. Strict dissipativity analysis for classes of optimal control problems involving probability density functions. Mathematical Control & Related Fields, 2020  doi: 10.3934/mcrf.2020053
[17]

Guangjun Shen, Xueying Wu, Xiuwei Yin. Stabilization of stochastic differential equations driven by G-Lévy process with discrete-time feedback control. Discrete & Continuous Dynamical Systems - B, 2021, 26 (2) : 755-774. doi: 10.3934/dcdsb.2020133
[18]

Bernard Bonnard, Jérémy Rouot. Geometric optimal techniques to control the muscular force response to functional electrical stimulation using a non-isometric force-fatigue model. Journal of Geometric Mechanics, 2020  doi: 10.3934/jgm.2020032
[19]

Nan Zhang, Linyi Qian, Zhuo Jin, Wei Wang. Optimal stop-loss reinsurance with joint utility constraints. Journal of Industrial & Management Optimization, 2021, 17 (2) : 841-868. doi: 10.3934/jimo.2020001
[20]

Jian-Xin Guo, Xing-Long Qu. Robust control in green production management. Journal of Industrial & Management Optimization, 2020  doi: 10.3934/jimo.2021011

2019 Impact Factor: 1.366

Tools

Metrics

  • PDF downloads (191)
  • HTML views (0)
  • Cited by (104)

Other articles
by authors

[Back to Top]

Copyright © 2021 American Institute of Mathematical Sciences