Neighboring Extremal Solution for Nonlinear Discrete-Time Optimal Control Problems With State Inequality Constraints
A neighboring extremal control method is proposed for discrete-time optimal control problems subject to a general class of inequality constraints. The approach is applicable to a broad class of systems with input and state constraints, including two special cases where the constraints depend only on...
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          | Published in | IEEE transactions on automatic control Vol. 54; no. 11; pp. 2674 - 2679 | 
|---|---|
| Main Authors | , , | 
| Format | Journal Article | 
| Language | English | 
| Published | 
        New York, NY
          IEEE
    
        01.11.2009
     Institute of Electrical and Electronics Engineers The Institute of Electrical and Electronics Engineers, Inc. (IEEE)  | 
| Subjects | |
| Online Access | Get full text | 
| ISSN | 0018-9286 1558-2523  | 
| DOI | 10.1109/TAC.2009.2031576 | 
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| Abstract | A neighboring extremal control method is proposed for discrete-time optimal control problems subject to a general class of inequality constraints. The approach is applicable to a broad class of systems with input and state constraints, including two special cases where the constraints depend only on states but not inputs and the constraints are over determined. A closed form solution for the neighboring extremal control is provided and a sufficient condition for existence of the neighboring extremal solution is specified. | 
    
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| AbstractList | A neighboring extremal control method is proposed for discrete-time optimal control problems subject to a general class of inequality constraints. The approach is applicable to a broad class of systems with input and state constraints, including two special cases where the constraints depend only on states but not inputs and the constraints are over determined. A closed form solution for the neighboring extremal control is provided and a sufficient condition for existence of the neighboring extremal solution is specified. | 
    
| Author | Jing Sun Kolmanovsky, I.V. Ghaemi, R.  | 
    
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| Keywords | Model predictive control Model predictive control (MPC) Extremum Optimal control Inequality constraint Discrete time Non linear control Time optimal control neighboring extremal (NE) State constraint Exact solution  | 
    
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| References | ref15 ref14 fiacco (ref17) 1983 bskens (ref6) 2001 bryson (ref12) 1975 ref2 kugelmann (ref5) 1990; 67 ref1 borbow (ref10) 2006; 340 ref18 ref8 allgwer (ref13) 2007 ghaemi (ref7) 2007 lewis (ref4) 1986 zavala (ref9) 2006 ferreau (ref11) 2006 mcreynolds (ref3) 1965 ghaemi (ref16) 2009  | 
    
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| SubjectTerms | Applied sciences Automatic control Automatic programming Computer science; control theory; systems Control systems Control theory. Systems Convergence Cost function Dynamic programming Exact sciences and technology Exact solutions Inequalities Linear programming Mathematical analysis Model predictive control (MPC) neighboring extremal (NE) Nonlinearity Optimal control Riccati equations Switched systems  | 
    
| Title | Neighboring Extremal Solution for Nonlinear Discrete-Time Optimal Control Problems With State Inequality Constraints | 
    
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