Control parameterization approach to time-delay optimal control problems: A survey.

Wu, Di; Chen, Yin; Yu, Changjun; Bai, Yanqin; Teo, Kok Lay

Control parameterization technique is an effective method to solve optimal control problems. It works by approximating the control function by piece-wise constant (or linear) function. In this way, the optimal control problems are approximated by optimal parameter selection problems, which can be regarded as finite-dimensional optimization problems, where the control heights and switching times of the piece-wise constant function are taken as the decision variables. They can be solved by using gradient-based optimization methods. For this, it requires the gradient formulas of the objective and constraint functions with respect to the decision variables. There are two methods for deriving the required gradient formulas. The aim of this paper is to survey various numerical methods developed based on control parameterization for solving optimal control problems governed by time-delay systems. Particular focus is on those numerical methods for optimizing switching time points. This is because the process of optimizing the switching time points is much more complicated for optimal control problems with time delays. In addition, we shall also review the computational methods developed based on control parameterization technique for solving two optimal control problems involving more complicated time delays.

TIME delay systems; PARAMETERIZATION

Journal of Industrial & Management Optimization, 2023, Vol 19, Issue 5, p1

1547-5816

Academic Journal

10.3934/jimo.2022108