A Convex Optimization Approach to Discrete Optimal Control

DOI10.1109/TAC.2018.2867536MaRDI QIDQ4614005zbMATH OpenOpenAlexWikidataFDO

Authors Víctor Valls, Douglas J. Leith

Publication date 28 January 2019

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

Full work available at URL https://arxiv.org/abs/1701.02414

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15) Discrete-time control/observation systems (93C55)

Abstract: In this paper, we bring the celebrated max-weight features (myopic and discrete actions) to mainstream convex optimization. Myopic actions are important in control because decisions need to be made in an online manner and without knowledge of future events, and discrete actions because many systems have a finite (so non-convex) number of control decisions. For example, whether to transmit a packet or not in communication networks. Our results show that these two features can be encompassed in the subgradient method for the Lagrange dual problem by the use of stochastic and $epsilon$-subgradients. One of the appealing features of our approach is that it decouples the choice of a control action from a specific choice of subgradient, which allows us to design control policies without changing the underlying convex updates. Two classes of discrete control policies are presented: one that can make discrete actions by looking only at the system's current state, and another that selects actions using blocks. The latter class is useful for handling systems that have constraints on the order in which actions are selected.

Cited in

(6)

• Optimal Control on Disconnected Sets Using Extreme Point Relaxations and Normality Approximations
• A discrete meta-control procedure for approximating solutions to binary programs
• Discrete variational optimal control
• Fully discrete schemes for monotone optimal control problems
• scientific article; zbMATH DE number 4098155 (Why is no real title available?)
• Discrete optimal control with aggregative pole placement

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