A numerical algorithm for singular optimal LQ control systems

DOI10.1007/S11075-008-9254-ZzbMATH Open1173.65047arXiv1203.2194OpenAlexW2033829239MaRDI QIDQ834655FDOQ834655

Authors: M. Delgado-Téllez, A. Ibort 

Publication date: 27 August 2009

Published in: Numerical Algorithms (Search for Journal in Brave)

Abstract: A numerical algorithm to obtain the consistent conditions satisfied by singular arcs for singular linear-quadratic optimal control problems is presented. The algorithm is based on the presymplectic constraint algorithm (PCA) by Gotay-Nester cite{Go78,Vo99} that allows to solve presymplectic hamiltonian systems and that provides a geometrical framework to the Dirac-Bergmann theory of constraints for singular Lagrangian systems cite{Di49}. The numerical implementation of the algorithm is based on the singular value decomposition that, on each step allows to construct a semi-explicit system. Several examples and experiments are discussed, among them a family of arbitrary large singular LQ systems with index 3 and a family of examples of arbitrary large index, all of them exhibiting stable behaviour.

Full work available at URL: https://arxiv.org/abs/1203.2194

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zbMATH Keywords

numerical resultssingular value decompositionalgorithmdifferential algebraic equationssingular optimal controlpresymplectic formlinear-quadratic optimal control

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Existence theories for optimal control problems involving ordinary differential equations (49J15) Discrete approximations in optimal control (49M25) Linear-quadratic optimal control problems (49N10)

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Cited In (5)

• Morse families in optimal control problems
• Computation of singular linear quadratic optimal control
• A linearization algorithm for optimizing control systems subject to singular value inequalities
• Numerical procedure for solving a class of singular optimal control problems
• A numerical algorithm for singular optimal control synthesis using continuation methods

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