A new computational method for optimizing nonlinear impulsive systems. (English) Zbl 1210.49035

Lin, Qun; Loxton, Ryan; Teo, Kok Lay; Wu, Yong Hong

Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 18, No. 1, 59-76 (2011).

Summary: We consider a system that evolves by switching between several subsystems of ordinary differential equations. The switching mechanism in this system induces an instantaneous change in the system’s state, which can be controlled through a set of decision parameters. We develop a new computational method, based on nonlinear programming, for optimizing the system parameters and the subsystem switching times. We then successfully apply this method to two interesting examples.

MSC:

49M37	Numerical methods based on nonlinear programming
49N25	Impulsive optimal control problems
90C30	Nonlinear programming
93C30	Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems)

Keywords:

nonlinear optimal control; impulsive system; gradient-based optimization; nonlinear programming; time-scaling transformation