热传导方程的时间最优脉冲控制问题的有限元逼近

时间最优控制问题是一类典型的最优控制问题, 受到研究者的广泛关注. 脉冲控制是一种在工程控制中被广泛应用的控制方式. 偏微分方程描述系统的最优控制问题的数值逼近的收敛性为数值求解方法的可行性提供了定性依据. 本文研究热传导方程的时间最优脉冲控制问题的有限元逼近的收敛性. 通过利用投影算子的特性和系统状态的误差估计, 证明了逼近问题的最优时间收敛到原问题的最优时间. 由此进一步利用原问题最优控制的bangbang性证明了最优控制的收敛性.     

3 种伪谱最优控制方法的积分形式及统一性证明

为了进一步提高伪谱最优控制方法的计算精度, 削弱微分形式伪谱法对状态变量近似误差的放大幅度, 研究基于积分形式的伪谱最优控制方法. 依次给出3 种伪谱法的积分伪谱离散形式, 证明当Lagrange 多项式对状态变量的近似误差等于零时, Gauss 伪谱法和Radau 伪谱法的积分形式与微分形式是等价的, 而Legendre 伪谱法的积分形式与微分形式是不等价的, 并分析了其不等价的原因.

     

基于伪谱法的滑翔轨迹多级迭代优化策略

伪谱法可实时求解具有高度非线性动态特性的飞行器最优轨迹;以X-51A相似飞行器模型为研究对象,采用增量法与查表插值建立纵向气动力模型,伪谱法与序列二次规划算法求解滑翔轨迹最优控制问题;提出使用多级迭代优化策略,为序列二次规划算法求解伪谱法参数化得到的大规模非线性规划问题提供初值,弥补序列二次规划算法在求解大规模非线性规划问题过程中,出现的初值敏感、收敛速度减慢等问题。通过与传统方法求解出的状态量与控制量仿真飞行状态进行对比,证明了多级迭代优化策略的有效性和高效性,该策略在实际工程应用中取得了良好效果。     

求解最优控制问题的Chebyshev-Gauss伪谱法

提出了一种求解最优控制问题的Chebyshev-Gauss伪谱法, 配点选择为Chebyshev-Gauss点. 通过比较非线性规划问题的Kaursh-Kuhn-Tucker条件和伪谱离散化的最优性条件, 导出了协态和Lagrange乘子的估计公式. 在状态逼近中, 采用了重心Lagrange插值公式, 并提出了一种简单有效的计算状态伪谱微分矩阵的方法. 该法的独特优势是具有良好的数值稳定性和计算效率. 仿真结果表明, 该法能够高精度地求解带有约束的复杂最优控制问题.     

网格缩减的自适应hp伪谱法

针对控制变量不连续的最优控制问题,本文提出一种自适应更新的忉伪谱法,这种方法在(Legendre Gauss Radau,LGR)点处取配点,能够以较小的网格规模获得较高的精度.通过计算相对误差估计,判断网格规模是增加还是缩减,若相对容许误差大于给定值,则增加网格区间数或网格配点数提高解的精度,反之则合并网格或减小网格配点数缩减网格规模提高计算效率.将hp伪谱法应用于最优控制问题,仿真验证了hp伪谱法的优越性.     

火箭返回着陆问题高精度快速轨迹优化算法

针对垂直起降可重复使用运载火箭子级返回着陆问题,提出一种高精度快速轨迹优化算法.算法将凸化技术与伪谱离散方法有机结合,将非凸、非线性优化问题转化为凸优化问题,进而充分利用凸优化求解快速性、收敛确定性以及伪谱法离散精度高的理论基础.在优化精度方面,建立了高保真优化模型,分析了发动机开机/终端时刻值设计对轨迹最优性的影响;采用flip-Radau谱法对连续最优控制问题进行离散,并利用伪谱法的独特离散时域映射,将开机和终端时刻设计为特殊控制变量,提高了优化结果的精度和最优性.在快速性方面,为利用凸优化方法求解非凸问题,基于一种新的信赖域更新策略,提出了改进序列凸化算法,减少了算法迭代次数,提高了算法收敛性能.数值实验验证了算法的有效性.高精度的优化结果和较高的计算速度,使得算法具有发展为在线最优制导方法的潜力.     

求解最优控制问题的混合变量变分方法及其航天控制应用

针对非线性最优控制导出的Hamiltonian系统两点边值问题,提出一种以离散区段右端状态和左端协态为混合独立变量的数值求解方法, 将非线性Hamiltonian系统两点边值问题的求解通过混合独立变量变分原理转化为非线性方程组求解.所提出的算法综合了求解最优控制 的"直接法"和"间接法"的特征,既满足最优控制理论的一阶必要条件,又不需要对协态初值的准确猜测,避免了求解大规模非线性规划问题. 通过两个航天控制算例讨论了本文算法的精度和效率等问题.与近年来在航空航天控制中备受关注的高斯伪谱方法相比较,本文算法无论是在 精度还是效率上都具有明显的优势.     

解最优控制问题结合同伦法的自适应拟谱方法

针对弱间断最优控制问题和Bang-Bang最优控制问题,提出一种结合同伦法的自适应拟谱方法.Chebyshev拟谱方法转换原问题成为非线性规划问题.基于同伦法思想,同伦参数改变路径约束的界限,得到一系列比较光滑的最优控制问题.通过解这些问题得到原问题的不光滑解.文中证明了弱间断情况下数值解的收敛性.依据这收敛性和同伦参数,误差指示量可以捕捉不光滑点.本文方法与其他方法在数值算例中的对比表明,本文方法在精度和效率上都有明显优势.     

基于伪谱法的自由采样实时最优反馈控制及应用

利用高斯伪谱法收敛速率快、精度高的特点,基于通用伪谱优化软件包在线求解非线性系统的最优控制问题.将伪谱反馈控制理论与非线性最优控制理论结合起来,给出了一种自由采样实时最优反馈控制算法,该算法通过连续在线生成开环最优控制的方式提供闭环反馈.考虑计算误差、模型参数不确定性和干扰的作用,假定系统状态方程右侧的非线性向量函数关于状态、控制和系统参数是Lipschitz连续的,利用Bellman最优性原理对闭环控制系统的有界稳定性进行了分析和理论证明.最后,以高超声速再入飞行器为应用对象,研究了其再入制导问题,仿真结果验证了该算法的可行性和有效性.     

桥式吊车系统的伪谱最优控制设计

对于桥式吊车系统的最优控制问题,根据实际的工况要求,性能指标有时不一定是标准的二次形式.同时,在实际的控制问题中,状态和控制输入往往会受到一些边界条件和路径过程中的约束.针对这一问题,本文应用Chebyshev伪谱优化算法来处理,它可以处理状态和控制约束的非线性最优化问题以及一个非标准的目标函数.首先对桥式吊车系统模型进行一系列的坐标变换,将其转变为上三角系统形式的误差模型.然后将桥式吊车最优控制问题转化成具有一系列代数约束的参数优化问题,即非线性规划问题.通过求解离散化后的参数优化问题,得到桥式吊车的最优控制律.本文还给出了Chebyshev伪谱最优解的可行性和一致性分析.最后,在仿真研究中验证该控制器的有效性.     

A Hermite‐Lobatto Pseudospectral Method for Optimal Control

A pseudospectral (PS) method based on Hermite interpolation and collocation at the Legendre‐Gauss‐Lobatto (LGL) points is presented for direct trajectory optimization and costate estimation of optimal control problems. A major characteristic of this method is that the state is approximated by the Hermite interpolation instead of the commonly used Lagrange interpolation. The derivatives of the state and its approximation at the terminal time are set to match up by using a Hermite interpolation. Since the terminal state derivative is determined from the dynamic, the state approximation can automatically satisfy the dynamic at the terminal time. When collocating the dynamic at the LGL points, the collocation equation for the terminal point can be omitted because it is constantly satisfied. By this approach, the proposed method avoids the issue of the Legendre PS method where the discrete state variables are over‐constrained by the collocation equations, hence achieving the same level of solution accuracy as the Gauss PS method and the Radau PS method, while retaining the ability to explicitly generate the control solution at the endpoints. A mapping relationship between the Karush‐Kuhn‐Tucker multipliers of the nonlinear programming problem and the costate of the optimal control problem is developed for this method. The numerical example illustrates that the use of the Hermite interpolation as described leads to the ability to produce both highly accurate primal and dual solutions for optimal control problems.     

Rate of convergence for the Legendre pseudospectral optimal control of feedback linearizable systems

Pseudospectral (PS) computational methods for nonlinear constrained optimal control have been applied to many industrial-strength problems, notably, the recent zero-propellant-maneuvering of the international space station performed by NASA. In this paper, we prove a theorem on the rate of convergence for the optimal cost computed using a Legendre PS method. In addition to the high-order convergence rate, two theorems are proved for the existence and convergence of the approximate solutions. Relative to existing work on PS optimal control as well as some other direct computational methods, the proofs do not use necessary conditions of optimal control. Furthermore, we do not make coercivity type of assumptions. As a result, the theory does not require the local uniqueness of optimal solutions. In addition, a restrictive assumption on the cluster points of discrete solutions made in existing convergence theorems is removed.     

A Neural Network Approach for Solving Optimal Control Problems with Inequality Constraints and Some Applications

In this paper, a class of nonlinear optimal control problems with inequality constraints is considered. Based on Karush–Kuhn–Tucker optimality conditions of nonlinear optimization problems and by constructing an error function, we define an unconstrained minimization problem. In the minimization problem, we use trial solutions for the state, Lagrange multipliers, and control functions where these trial solutions are constructed by using two-layered perceptron. We then minimize the error function using a dynamic optimization method where weights and biases associated with all neurons are unknown. The stability and convergence analysis of the dynamic optimization scheme is also studied. Substituting the optimal values of the weights and biases in the trial solutions, we obtain the optimal solution of the original problem. Several examples are given to show the efficiency of the method. We also provide two applicable examples in robotic engineering.     

A symplectic local pseudospectral method for solving nonlinear state‐delayed optimal control problems with inequality constraints

In this paper, a symplectic local pseudospectral (PS) method for solving nonlinear state‐delayed optimal control problems with inequality constraints is proposed. We first convert the original nonlinear problem into a sequence of linear quadratic optimal control problems using quasi‐linearization techniques. Then, based on local Legendre‐Gauss‐Lobatto PS methods and the dual variational principle, a PS method to solve these converted linear quadratic constrained optimal control problems is developed. The developed method transforms the converted problems into a coupling of a system of linear algebraic equations and a linear complementarity problem. The coefficient matrix involved is sparse and symmetric due to the benefit of the dual variational principle. Converged solutions can be obtained with few iterations because of the local PS method and quasi‐linearization techniques are used. The proposed method can be applied to problems with fixed terminal states or free terminal states, and the boundary conditions and constraints are strictly satisfied. Numerical simulations show that the developed method is highly efficient and accurate.     

A Semi-smooth Newton Method for Regularized State-constrained Optimal Control of the Navier-Stokes Equations

In this paper, we study semi-smooth Newton methods for the numerical solution of regularized pointwise state-constrained optimal control problems governed by the Navier-Stokes equations. After deriving an appropriate optimality system for the original problem, a class of Moreau-Yosida regularized problems is introduced and the convergence of their solutions to the original optimal one is proved. For each regularized problem a semi-smooth Newton method is applied and its local superlinear convergence verified. Finally, selected numerical results illustrate the behavior of the method and a comparison between the max-min and the Fischer-Burmeister as complementarity functionals is carried out.     

Successive method for general multiple linear-quadratic controlproblem in discrete time

A successive method is proposed for the general multiple linear-quadratic control problem in discrete time. A family of auxiliary parametric linear-quadratic control problems is constructed such that its solution sequence converges to the optimal solution of the original problem. Theoretical analysis for the computational procedure and global convergence of the successive method is provided. The successive method utilizes the special structure of the problem, thus being computationally efficient and being able to furnish a closed-loop optimal control law     

Convergence of the mimetic finite difference method for eigenvalue problems in mixed form

Optimal convergence rates for the mimetic finite difference method applied to eigenvalue problems in mixed form are proved. The analysis is based on a new a priori error bound for the source problem and relies on the existence of an appropriate elemental lifting of the mimetic discrete solution. Compared to the original convergence analysis of the method, the new a priori estimate does not require any extra regularity assumption on the right-hand side of the source problem. Numerical results confirming the optimal behavior of the method are presented.     

Pseudospectral methods for solving infinite-horizon optimal control problems

An important aspect of numerically approximating the solution of an infinite-horizon optimal control problem is the manner in which the horizon is treated. Generally, an infinite-horizon optimal control problem is approximated with a finite-horizon problem. In such cases, regardless of the finite duration of the approximation, the final time lies an infinite duration from the actual horizon at t=+∞. In this paper we describe two new direct pseudospectral methods using Legendre–Gauss (LG) and Legendre–Gauss–Radau (LGR) collocation for solving infinite-horizon optimal control problems numerically. A smooth, strictly monotonic transformation is used to map the infinite time domain t∈[0,∞) onto a half-open interval τ∈[−1,1). The resulting problem on the finite interval is transcribed to a nonlinear programming problem using collocation. The proposed methods yield approximations to the state and the costate on the entire horizon, including approximations at t=+∞. These pseudospectral methods can be written equivalently in either a differential or an implicit integral form. In numerical experiments, the discrete solution exhibits exponential convergence as a function of the number of collocation points. It is shown that the map ?:[−1,+1)→[0,+∞) can be tuned to improve the quality of the discrete approximation.     

基于Radau伪谱法的重复使用运载器再入轨迹优化

为了提高数值解法的收敛速度,本文利用Radau伪谱法求解重复使用运载器的再入轨迹优化问题.该方法在一组Legendre-Gauss-Radau点上构造全局Lagrange插值多项式对状态变量和控制变量进行逼近,在动力学方程中状态变量对时间的导数可由插值多项式的导数来近似,故可将动力学方程约束转化为在Legendre-Gauss-Radau点上的代数微分方程约束.因此,可将连续时间的最优控制问题转化为有限维的非线性规划(NLP)问题,之后通过稀疏NLP求解器SNOPT即可对其进行求解.最后的仿真结果显示,通过该方法优化后的再入轨迹成功满足过程约束与边界约束.由于该方法的高效率和高精度特性,可将其应用于轨迹快速优化工程实际问题中.     

An integrated optimal control algorithm for discrete-time nonlinear stochastic system

Consider a discrete-time nonlinear system with random disturbances appearing in the real plant and the output channel where the randomly perturbed output is measurable. An iterative procedure based on the linear quadratic Gaussian optimal control model is developed for solving the optimal control of this stochastic system. The optimal state estimate provided by Kalman filtering theory and the optimal control law obtained from the linear quadratic regulator problem are then integrated into the dynamic integrated system optimisation and parameter estimation algorithm. The iterative solutions of the optimal control problem for the model obtained converge to the solution of the original optimal control problem of the discrete-time nonlinear system, despite model-reality differences, when the convergence is achieved. An illustrative example is solved using the method proposed. The results obtained show the effectiveness of the algorithm proposed.