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处理动态优化问题中控制变量路径约束的方法
引用本文:胡云卿,刘兴高.处理动态优化问题中控制变量路径约束的方法[J].自动化学报,2013,39(4):440-449.
作者姓名:胡云卿  刘兴高
作者单位:浙江大学工业控制技术国家重点实验室 杭州 310027
摘    要:目前国际上对动态优化问题中的状态变量路径约束已有一些研究,但专门处理控制变量路径约束的方法却鲜见报道. 本文首先介绍两种分别基于三角函数变换、约束算子截断来处理控制变量路径约束的方法,然后提出一种基于光滑化的二次罚函数方法. 光滑化罚函数方法不仅能够处理控制变量路径约束,而且还能同时处理关于状态变量的路径约束. 最后使用目前流行的控制变量参数化 (Control variable parameterization, CVP)策略对最终获得的、不再含控制变量路径约束的动态优化问题求解. 实例测试一展现了三种方法各自的特点;实例测试二表明了光滑罚函数方法的有效性和优越性.

关 键 词:动态优化  路径约束  控制变量  控制变量参数化
收稿时间:2011-05-06

Methods to Deal with Control Variable Path Constraints in Dynamic Optimization Problems
HU Yun-Qing,LIU Xing-Gao.Methods to Deal with Control Variable Path Constraints in Dynamic Optimization Problems[J].Acta Automatica Sinica,2013,39(4):440-449.
Authors:HU Yun-Qing  LIU Xing-Gao
Institution:State Key Laboratory of Industry Control Technology, Zhejiang University, Hangzhou 310027
Abstract:Many researchers have reported their methods to handle the state variable path constraints in dynamic optimization problems. However, very few of them mentioned the techniques to deal with the control variable path constraints. This paper firstly introduces two ways to eliminate the control variable path constraints, then presents a smoothed quadratic penalty function method which can optimize the dynamic problems with control and state variable path constraints at the same time. The final transformed problem is solved by control variable parameterization (CVP) strategy in the study. Test on Case 1 demonstrates the characteristics of the three techniques; test on Case 2 indicates the effectiveness and the superiority of the proposed smoothed penalty function method.
Keywords:Dynamic optimization  path constraint  control variable  control variable parameterization (CVP)
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