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  Convex Control Systems and Convex Optimal Control Problems With Constraints

Azhmyakov, V., & Raisch, J. (2008). Convex Control Systems and Convex Optimal Control Problems With Constraints. IEEE Transactions on Automatic Control, 53(4), 993-998. doi:10.1109/TAC.2008.919848.

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Item Permalink: http://hdl.handle.net/11858/00-001M-0000-0013-9646-9 Version Permalink: http://hdl.handle.net/11858/00-001M-0000-0025-AF51-B
Genre: Journal Article

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 Creators:
Azhmyakov, V.1, Author
Raisch, J.2, 3, Author              
Affiliations:
1Dep. of Control Automation, CINVESTAV, Mexico City, Mexico, ou_persistent22              
2Systems and Control Theory, Max Planck Institute for Dynamics of Complex Technical Systems, Max Planck Society, ou_1738154              
3TU Berlin, persistent:22              

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 Abstract: This note discusses the concepts of convex control systems and convex optimal control problems. We study control systems governed by ordinary differential equations in the presence of state and target constraints. Our note is devoted to the following main question: under which additional assumptions is a “sophisticated” constrained optimal control problem equivalent to a “simple” convex minimization problem in a related Hilbert space. We determine some classes of convex control systems and show that, for suitable cost functionals and constraints, optimal control problems for these classes of systems correspond to convex optimization problems. The latter can be reliably solved using standard numerical algorithms and effective regularization schemes. In particular, we propose a conceptual computational approach based on gradient-type methods and proximal point techniques. © Copyright 2008 IEEE – All Rights Reserved [accessed July 10, 2008]

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Language(s): eng - English
 Dates: 2008
 Publication Status: Published in print
 Pages: -
 Publishing info: -
 Table of Contents: -
 Rev. Method: Peer
 Identifiers: eDoc: 366979
DOI: 10.1109/TAC.2008.919848
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Title: IEEE Transactions on Automatic Control
Source Genre: Journal
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Pages: - Volume / Issue: 53 (4) Sequence Number: - Start / End Page: 993 - 998 Identifier: -