The minimum principle for hybrid systems with partitioned state space and unspecified discrete state sequence

Abstract

The hybrid minimum principle (HMP) gives necessary conditions to be satisfied for optimal solutions of a hybrid dynamical system. In particular, the HMP accounts for autonomous switching between discrete states that occurs whenever the trajectory hits switching manifolds. In this paper, the existing HMP is extended for hybrid systems with partitioned state space to provide necessary conditions for optimal trajectories that pass through an intersection of switching manifolds. This extension is especially useful for the numerical solution of hybrid optimal control problems as it allows for algorithms with significant reduction of computational complexity. Algorithms based on previous versions of the HMP solve separate optimal control problems for each possible sequence of discrete states. The extension enables us to consider the optimal sequence as subject of optimal control that is varied and finally determined during a single optimization run. A first numerical result illustrates the effectiveness of an algorithm based on the extended HMP.