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]

Di Wu, Yanqin Bai, Fusheng Xie. Time-scaling transformation for optimal control problem with time-varying delay. Discrete & Continuous Dynamical Systems - S, 2018, 0 (0) : 0-0. doi: 10.3934/dcdss.2020098
[2]

Luís Tiago Paiva, Fernando A. C. C. Fontes. Adaptive time--mesh refinement in optimal control problems with state constraints. Discrete & Continuous Dynamical Systems - A, 2015, 35 (9) : 4553-4572. doi: 10.3934/dcds.2015.35.4553
[3]

Ryan Loxton, Qun Lin, Volker Rehbock, Kok Lay Teo. Control parameterization for optimal control problems with continuous inequality constraints: New convergence results. Numerical Algebra, Control & Optimization, 2012, 2 (3) : 571-599. doi: 10.3934/naco.2012.2.571
[4]

Yuefen Chen, Yuanguo Zhu. Indefinite LQ optimal control with process state inequality constraints for discrete-time uncertain systems. Journal of Industrial & Management Optimization, 2018, 14 (3) : 913-930. doi: 10.3934/jimo.2017082
[5]

Jérome Lohéac, Jean-François Scheid. Time optimal control for a nonholonomic system with state constraint. Mathematical Control & Related Fields, 2013, 3 (2) : 185-208. doi: 10.3934/mcrf.2013.3.185
[6]

Theodore Tachim-Medjo. Optimal control of a two-phase flow model with state constraints. Mathematical Control & Related Fields, 2016, 6 (2) : 335-362. doi: 10.3934/mcrf.2016006
[7]

Vincenzo Basco, Piermarco Cannarsa, Hélène Frankowska. Necessary conditions for infinite horizon optimal control problems with state constraints. Mathematical Control & Related Fields, 2018, 8 (3&4) : 535-555. doi: 10.3934/mcrf.2018022
[8]

Jiaqin Wei. Time-inconsistent optimal control problems with regime-switching. Mathematical Control & Related Fields, 2017, 7 (4) : 585-622. doi: 10.3934/mcrf.2017022
[9]

Matthias Gerdts, Martin Kunkel. A nonsmooth Newton's method for discretized optimal control problems with state and control constraints. Journal of Industrial & Management Optimization, 2008, 4 (2) : 247-270. doi: 10.3934/jimo.2008.4.247
[10]

Linna Li, Changjun Yu, Ning Zhang, Yanqin Bai, Zhiyuan Gao. A time-scaling technique for time-delay switched systems. Discrete & Continuous Dynamical Systems - S, 2018, 0 (0) : 0-0. doi: 10.3934/dcdss.2020108
[11]

Piermarco Cannarsa, Hélène Frankowska, Elsa M. Marchini. On Bolza optimal control problems with constraints. Discrete & Continuous Dynamical Systems - B, 2009, 11 (3) : 629-653. doi: 10.3934/dcdsb.2009.11.629
[12]

M. Arisawa, P.-L. Lions. Continuity of admissible trajectories for state constraints control problems. Discrete & Continuous Dynamical Systems - A, 1996, 2 (3) : 297-305. doi: 10.3934/dcds.1996.2.297
[13]

Mikhail Gusev. On reachability analysis for nonlinear control systems with state constraints. Conference Publications, 2015, 2015 (special) : 579-587. doi: 10.3934/proc.2015.0579
[14]

Cristiana J. Silva, Helmut Maurer, Delfim F. M. Torres. Optimal control of a Tuberculosis model with state and control delays. Mathematical Biosciences & Engineering, 2017, 14 (1) : 321-337. doi: 10.3934/mbe.2017021
[15]

Thomas I. Seidman. Optimal control of a diffusion/reaction/switching system. Evolution Equations & Control Theory, 2013, 2 (4) : 723-731. doi: 10.3934/eect.2013.2.723
[16]

Maria do Rosário de Pinho, Ilya Shvartsman. Lipschitz continuity of optimal control and Lagrange multipliers in a problem with mixed and pure state constraints. Discrete & Continuous Dynamical Systems - A, 2011, 29 (2) : 505-522. doi: 10.3934/dcds.2011.29.505
[17]

Md. Haider Ali Biswas, Maria do Rosário de Pinho. A nonsmooth maximum principle for optimal control problems with state and mixed constraints - convex case. Conference Publications, 2011, 2011 (Special) : 174-183. doi: 10.3934/proc.2011.2011.174
[18]

Elimhan N. Mahmudov. Optimal control of second order delay-discrete and delay-differential inclusions with state constraints. Evolution Equations & Control Theory, 2018, 7 (3) : 501-529. doi: 10.3934/eect.2018024
[19]

Huaiqiang Yu, Bin Liu. Pontryagin's principle for local solutions of optimal control governed by the 2D Navier-Stokes equations with mixed control-state constraints. Mathematical Control & Related Fields, 2012, 2 (1) : 61-80. doi: 10.3934/mcrf.2012.2.61
[20]

Elena K. Kostousova. On polyhedral control synthesis for dynamical discrete-time systems under uncertainties and state constraints. Discrete & Continuous Dynamical Systems - A, 2018, 38 (12) : 6149-6162. doi: 10.3934/dcds.2018153

2018 Impact Factor: 1.025

Tools

Metrics

  • PDF downloads (74)
  • HTML views (0)
  • Cited by (77)

Other articles
by authors

[Back to Top]

Copyright © 2019 American Institute of Mathematical Sciences