Back to Search Start Over

Optimal sampled-data controls with running inequality state constraints: Pontryagin maximum principle and bouncing trajectory phenomenon

Authors :
Gaurav Dhar
Loïc Bourdin
Mathématiques & Sécurité de l'information (XLIM-MATHIS)
XLIM (XLIM)
Université de Limoges (UNILIM)-Centre National de la Recherche Scientifique (CNRS)-Université de Limoges (UNILIM)-Centre National de la Recherche Scientifique (CNRS)
Dhar, Gaurav
Source :
Mathematical Programming, Series A, Mathematical Programming, Series A, Springer, 2020
Publication Year :
2020
Publisher :
Springer Science and Business Media LLC, 2020.

Abstract

International audience; Sampled-data control systems have steadily been gaining interest for their applications in automatic engineering where they are implemented as digital controllers and recently results have been obtained in optimal control theory for nonlinear sampled-data control systems and certain generalizations. In this paper we derive a Pontryagin maximum principle for general nonlinear finite-dimensional optimal sampled-data control problems with running inequality state constraints. In particular, we obtain a nonpositive averaged Hamiltonian gradient condition with the adjoint vector being a function of bounded variations. Our proof is based on the Ekeland variational principle. In general, optimal control problems with running inequality state constraints are difficult to solve using numerical methods due to the discontinuities (the jumps and the singular part) of the adjoint vector. However in our case we find that under certain general hypotheses the adjoint vector only experiences jumps at most at the sampling times and moreover the trajectory only contacts the running inequality state constraints at most at the sampling times. We call this behavior a bouncing trajectory phenomenon and it constitutes the second major focus of this paper. Finally taking advantage of the bouncing trajectory phenomenon we numerically solve three examples with different kinds of constraints and in several dimensions.

Details

ISSN :
14364646 and 00255610
Volume :
191
Database :
OpenAIRE
Journal :
Mathematical Programming
Accession number :
edsair.doi.dedup.....687046124b3f42a6265310030f513fdf