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带不等式路径约束最优控制问题的惩罚函数法

胡云卿 刘兴高 薛安克

胡云卿, 刘兴高, 薛安克. 带不等式路径约束最优控制问题的惩罚函数法. 自动化学报, 2013, 39(12): 1996-2001. doi: 10.3724/SP.J.1004.2013.01996
引用本文: 胡云卿, 刘兴高, 薛安克. 带不等式路径约束最优控制问题的惩罚函数法. 自动化学报, 2013, 39(12): 1996-2001. doi: 10.3724/SP.J.1004.2013.01996
HU Yun-Qing, LIU Xing-Gao, XUE An-Ke. A Penalty Method for Solving Inequality Path Constrained Optimal Control Problems. ACTA AUTOMATICA SINICA, 2013, 39(12): 1996-2001. doi: 10.3724/SP.J.1004.2013.01996
Citation: HU Yun-Qing, LIU Xing-Gao, XUE An-Ke. A Penalty Method for Solving Inequality Path Constrained Optimal Control Problems. ACTA AUTOMATICA SINICA, 2013, 39(12): 1996-2001. doi: 10.3724/SP.J.1004.2013.01996

带不等式路径约束最优控制问题的惩罚函数法

doi: 10.3724/SP.J.1004.2013.01996
基金项目: 

国家863计划项目 (2006AA05Z226),国家自然科学基金 (U1162130),浙江省杰出青年科学基金项目 (R4100133)资助

详细信息
    作者简介:

    胡云卿 浙江大学控制系博士研究生.主要研究方向为动态优化.E-mail:huyunq@126.com

A Penalty Method for Solving Inequality Path Constrained Optimal Control Problems

Funds: 

Supported by National High Technology Research and Development Program of China (863 Program) (2006AA05Z226), National Natural Science Foundation of China (U1162130), and Outstanding Youth Science Foundation of Zhejiang Province (R4100133)

  • 摘要: 控制变量参数化(Control variable parameterization,CVP)方法是目前求解流程工业中最优操作问题的主流数值方法,但如果问题中包含路径约束,特别是不等式路径约束时,CVP方法则需要考虑专门的处理手段.为了克服该缺点,本文提出一种基于L1精确惩罚函数的方法,能够有效处理关于控制变量、状态变量、甚至控制变量/状态变量复杂耦合形式下的不等式路径约束.此外,为了能使用基于梯度的成熟优化算法,本文还引进了最新出现的光滑化技巧对非光滑的惩罚项进行磨光.最终得到了能高效处理不等式路径约束的改进型CVP架构,并给出相应数值算法.经典的带不等式路径约束最优控制问题上的测试结果及与国外文献报道的比较研究表明:本文所提出的改进型CVP 架构及相应算法在精度和效率上兼有良好表现.
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出版历程
  • 收稿日期:  2012-05-15
  • 修回日期:  2012-08-14
  • 刊出日期:  2013-12-20

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