Modal occupation measures and LMI relaxations for nonlinear switched systems control
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Publication:899277
DOI10.1016/J.AUTOMATICA.2015.11.003zbMATH Open1329.49051arXiv1404.4699OpenAlexW1687982267MaRDI QIDQ899277FDOQ899277
Jamal Daafouz, Mathieu Claeys, Didier Henrion
Publication date: 23 December 2015
Published in: Automatica (Search for Journal in Brave)
Abstract: This paper presents a linear programming approach for the optimal control of nonlinear switched systems where the control is the switching sequence. This is done by introducing modal occupation measures, which allow to relax the problem as a primal linear programming (LP) problem. Its dual linear program of Hamilton-Jacobi-Bellman inequalities is also characterized. The LPs are then solved numerically with a converging hierarchy of primal-dual moment-sum-of-squares (SOS) linear matrix inequalities (LMI). Because of the special structure of switched systems, we obtain a much more efficient method than could be achieved by applying standard moment/SOS LMI hierarchies for general optimal control problems.
Full work available at URL: https://arxiv.org/abs/1404.4699
Linear programming (90C05) Dynamic programming in optimal control and differential games (49L20) Duality theory (optimization) (49N15)
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Cited In (8)
- Certifying Unstability of Switched Systems Using Sum of Squares Programming
- Obtaining alternative LMI constraints with applications to discrete-time MJLS and switched systems
- Computational approaches for mixed integer optimal control problems with indicator constraints
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