Douglas–Rachford algorithm for control-constrained minimum-energy control problems

DOI10.1051/COCV/2024004MaRDI QIDQ6151944zbMATH OpenOpenAlexWikidataFDO

Authors R. S. Burachik, Bethany I. Caldwell, C. Y. Kaya

Publication date 11 March 2024

Published in ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2210.17279

zbMATH Keywords

numerical methodsoptimal controlharmonic oscillatorDouglas-Rachford algorithmcontrol constraints

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Numerical methods based on nonlinear programming (49M37) Linear-quadratic optimal control problems (49N10)

Abstract: Splitting and projection-type algorithms have been applied to many optimization problems due to their simplicity and efficiency, but the application of these algorithms to optimal control is less common. In this paper we utilize four popular projection algorithms, namely the Method of Alternating Projections, Dykstra, Douglas--Rachford and Arag'on Artacho--Campoy algorithms, to solve control-constrained linear-quadratic optimal control problems. Instead of the traditional approach where one discretizes the problem and solves it using large-scale finite-dimensional numerical optimization techniques we split the problem in two and use projection methods to find a point in the intersection of the solution sets of these two subproblems hence giving the solution to the original problem. We derive general expressions for the projections and propose a numerical approach. We obtain analytic closed-form expressions for the projectors of pure, under-, critically- and over-damped harmonic oscillators. We illustrate the working of our approach to solving not only these example problems but also a challenging machine tool manipulator problem. Through case studies, we explore and propose desirable ranges of values of some algorithmic parameters which yield a smaller number of iterations.}

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Cited in

(1)

• Optimal Control Duality and the Douglas–Rachford Algorithm

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