A mixed-binary non-linear programming approach for the numerical solution of a family of singular optimal control problems |
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Authors: | Z. Foroozandeh M. d. R. de Pinho |
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Affiliation: | 1. Department of Applied Mathematics, Faculty of Mathematics and Computer Science, Amirkabir University of Technology , Tehran, Iran;2. Department of Electrical and Computer Engineering, SYSTEC, Faculdade de Engenharia, Universidade do Porto , Porto, Portugal |
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Abstract: | This paper presents a new approach for the efficient solution of singular optimal control problems (SOCPs). A novel feature of the proposed method is that it does not require a priori knowledge of the structure of solution. At first, the SOCP is converted into a binary optimal control problem. Then, by utilising the pseudospectral method, the resulting problem is transcribed to a mixed-binary non-linear programming problem. This mixed-binary non-linear programming problem, which can be solved by well-known solvers, allows us to detect the structure of the optimal control and to compute the approximating solution. The main advantages of the present method are that: (1) without a priori information, the structure of optimal control is detected; (2) it produces good results even using a small number of collocation points; (3) the switching times can be captured accurately. These advantages are illustrated through a numerical implementation of the method on four examples. |
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Keywords: | Singular optimal control problem feedback rule Legendre–Gauss–Radau pseudospectral method mixed-binary non-linear programming |
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