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Journal of Industrial and Management Optimization
Article . 2022 . Peer-reviewed
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zbMATH Open
Article . 2022
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Direct optimal control for time-delay systems via a lifted multiple shooting algorithm

Authors: Jiang, Canghua; Jin, Cheng; Yu, Ming; Xu, Zongqi;

Direct optimal control for time-delay systems via a lifted multiple shooting algorithm

Abstract

<p style='text-indent:20px;'>Aiming at efficient solution of optimal control problems for continuous nonlinear time-delay systems, a multiple shooting algorithm with a lifted continuous Runge-Kutta integrator is proposed. This integrator is in implicit form to remove the restriction of smaller integration step sizes compared with delays. A tangential predictor is applied in the integrator such that Newton iterations required can be reduced considerably. If one Newton iteration is applied, the algorithm has the same structure as direct collocation algorithms whereas derives a condensed nonlinear programming problem. Then, the solution of variational sensitivity equation is decoupled from forward simulation by utilizing the implicit function theorem. Under certain conditions, this function evaluation and derivative computation procedure is proved to be convergent with a global order. Complexity analysis shows that the computational cost can be largely reduced by this lifted multiple shooting algorithm. Then, parallelizable optimal control solver can be constructed by embedding this algorithm in a general-purpose nonlinear programming solver. Simulations on a numerical example demonstrate that the computational speed of multi-threading implementation of this algorithm is increased by <inline-formula><tex-math id="M1">\begin{document}$ 36\% $\end{document}</tex-math></inline-formula> compared with non-lifted one, and increased by a factor of <inline-formula><tex-math id="M2">\begin{document}$ 6.64 $\end{document}</tex-math></inline-formula> compared with traditional sequential algorithm; meanwhile, the accuracy loss is negligible.</p>

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Keywords

Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems, optimal control, Control/observation systems governed by functional-differential equations, Runge-Kutta methods, Numerical methods based on nonlinear programming, optimization methods, delay systems, nonlinear control systems

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
3
Top 10%
Average
Average
gold