Strong Stationarity Conditions for Optimal Control of Hybrid Systems

DOI10.1109/TAC.2017.2668839MaRDI QIDQ4566836zbMATH OpenOpenAlexWikidataFDO

Authors Andreas B. Hempel, Paul J. Goulart, John Lygeros

Publication date 27 June 2018

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1507.02878

Mathematics Subject Classification ID

Optimality conditions for problems involving relations other than differential equations (49K21) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Discrete-time control/observation systems (93C55)

Abstract: We present necessary and sufficient optimality conditions for finite time optimal control problems for a class of hybrid systems described by linear complementarity models. Although these optimal control problems are difficult in general due to the presence of complementarity constraints, we provide a set of structural assumptions ensuring that the tangent cone of the constraints possesses geometric regularity properties. These imply that the classical Karush-Kuhn-Tucker conditions of nonlinear programming theory are both necessary and sufficient for local optimality, which is not the case for general mathematical programs with complementarity constraints. We also present sufficient conditions for global optimality. We proceed to show that the dynamics of every continuous piecewise affine system can be written as the optimizer of a mathematical program which results in a linear complementarity model satisfying our structural assumptions. Hence, our stationarity results apply to a large class of hybrid systems with piecewise affine dynamics. We present simulation results showing the substantial benefits possible from using a nonlinear programming approach to the optimal control problem with complementarity constraints instead of a more traditional mixed-integer formulation.

Cited in

(5)

• Complementarity-based nonlinear programming techniques for optimal mixing in gas networks
• Dynamic optimization with a non-smooth LPV system in aero-engine transition state acceleration process
• Mangasarian-type second- and higher-order duality for mathematical programs with complementarity constraints
• Optimal control of aero-engine systems based on a switched LPV model
• A neural network-based approach to hybrid systems identification for control

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