Optimality Condition-Based Sensitivity Analysis of Optimal Control for Hybrid Systems and Its Application

Chunyue Song

Mathematical Problems in Engineering, 2012, vol. 2012, 1-22

Abstract:

Gradient-based algorithms are efficient to compute numerical solutions of optimal control problems for hybrid systems (OCPHS), and the key point is how to get the sensitivity analysis of the optimal control problems. In this paper, optimality condition-based sensitivity analysis of optimal control for hybrid systems with mode invariants and control constraints is addressed under a priori fixed mode transition order. The decision variables are the mode transition instant sequence and admissible continuous control functions. After equivalent transformation of the original problem, the derivatives of the objective functional with respect to control variables are established based on optimal necessary conditions. By using the obtained derivatives, a control vector parametrization method is implemented to obtain the numerical solution to the OCPHS. Examples are given to illustrate the results.

Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:581040

DOI: 10.1155/2012/581040

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