Exact solutions to some minimum time problems with inequality state constraints

Abstract

A heuristic method is developed for generating exact solutions to certain minimum time problems, with inequality state and control constraints. The control equation is linear and autonomous, with scalar-valued control. The state constraints are also linear inequalities. Assuming knowledge of a finite sequence, in which state and/or control constraints become active along an optimal path, the maximum principle is reduced to a set of equations and inequalities in a finite number of unknowns. A solution to the equations and inequalities determines both the solution path and a proof of its optimality. Certain types of constraint sequences lead to overdetermined equation systems, and this fact is interpreted in terms of the qualitative behavior of solutions to these problems. Two path-planning problems are solved, as illustrations of the solution technique.