Abstract

We deal with the optimal control problem for piecewise linear and hybrid systems by using a computational approach based on performance-driven reachability analysis. The idea consists of coupling a reach-set exploration algorithm, essentially based on a repetitive use of linear programming, to a quadratic programming solver which selectively drives the exploration. In particular, an upper bound on the optimal cost is continually updated during the procedure, and used as a criterion to discern non-optimal evolutions and to prevent their exploration. The result is an efficient strategy of branch-and-bound nature, which is especially attractive for solving long-horizon hybrid optimal control and scheduling problems.

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