Solution Of Optimal Control Problem Research Articles

Numerical Solution of a Left-Invariant Sub-Riemannian Problem on the Group $\mathrm{SO}(3)$

We consider a left-invariant sub-Riemannian problem on the Lie group of rotations of a three-dimensional space. We find the cut locus numerically, in fact we construct the optimal synthesis numerically, i. e., the shortest arcs. The software package nutopy designed for the numerical solution of optimal control problems is used. With the help of this package we investigate sub-Riemannian geodesics, conjugate points, Maxwell points and diffeomorphic domains of the exponential map. We describe some operating features of this software package.

Accurate solutions of interval linear quadratic regulator optimal control problems with fractional-order derivative

Accurate solutions of interval linear quadratic regulator optimal control problems with fractional-order derivative

Approximate Solution of Optimal Pulse Control Problem Associated with the Heat Conduction Process

Abstract We consider the approximate solution of the control problem with minimum energy for an object described by the heat equation, with the process described by the linear equation of parabolic type and the system controlled by impulsive external influences. Our optimal control problem deals with finding a control parameter belonging to the class of admissible controls that provides the desired temperature distribution in a finite time with minimal energy consumption (energy consumption is described by the quadratic functional). Previous works dedicated to optimal impulse control problems have mostly used the Pontryagin’s maximum principle. However, from a practical point of view, this approach does not lead to satisfactory results. This is due to the fact that the corresponding boundary value problems in this case have no solution in a traditional class of absolutely continuous trajectories. In this work, we propose a method based on the moment relations. We seek for the approximate solution of the corresponding boundary value problem in the form of finite Fourier sum and state our optimal control problem in a finite-dimensional phase space. As a result, we obtain an optimal impulse control problem in a finite-dimensional function space. Taking into account the given condition for a finite time, we reduce the obtained problem to the L-problem of moments. Thus, the problem of finding a control parameter is reduced to the solution of the system of Fredholm integral equations of the first kind, with the norm of the sought solution not exceeding a given number. By Levi’s theorem, every element of Hilbert space can be represented by the sum of the elements of two orthogonal subspaces. This assertion makes it possible to find control parameters in analytical form. We also establish the convergence of the chosen approximation.

Optimal Fast Charging of Lithium Ion Batteries: Between Model-Based and Data-Driven Methods

Delivering lithium ion batteries capable of fast charging without suffering from accelerated degradation is an important milestone for transport electrification. Recently, there has been growing interest in applying data-driven methods for optimising fast charging protocols to avoid accelerated battery degradation. However, such data-driven approaches suffer from a lack of robustness, explainability and generalisability, which has hindered their wide-spread use in practice. To address this issue, this paper proposes a method to interpret the fast charging protocols of data-driven algorithms as the solutions of a model-based optimal control problem. This hybrid approach combines the power of data-driven methods for predicting battery degradation with the flexibility and optimality guarantees of the model-based approach. The results highlight the potential of the proposed hybrid approach for generating fast charging protocols. In particular, for fast charging to 80% state-of-charge in 10 min, the proposed approach was predicted to increase the cycle life from 912 to 1078 cycles when compared against a purely data-driven approach.

Dynamic programming principle for backward doubly stochastic recursive optimal control problem and sobolev weak solution of the stochastic Hamilton-Jacobi-Bellman equation

In this paper, we investigate a backward doubly stochastic recursive optimal control problem wherein the cost function is expressed as the solution to a backward doubly stochastic differential equation. We present the dynamical programming principle for this type of optimal control problem and establish that the value function is the unique Sobolev weak solution to the associated stochastic Hamilton-Jacobi-Bellman equation.

Numerical solution of the initial-boundary value problem describing separation processes in a distillation column

A modification of the numerical method of characteristics is developed to solve the initial-boundary value problem that arises when modeling the rectification process in the column. The process is described by a system of first-order hyperbolic equations. A specific peculiarity of the model is in the boundary conditions of a special type. At each of the boundaries, boundary conditions are determined from a system of ordinary differential equations, which also includes unknown values of functions on another boundary. A characteristic difference grid is constructed on the base of a linear transformation of a classical rectangular grid. Implicit second-order difference schemes are used, taking into account the features of the problem at the boundaries. The advantage of this approach is in consideration of the specifics of the propagation of perturbations in hyperbolic equations. Numerical implementation of the method was carried out. An illustrative example shows the effectiveness of the proposed modification of the characterization method. This method is a base for further solution of optimal control problems of flows in columns.

Co-simulation-based optimal reactive power control in smart distribution network

The increasing integration of distributed energy resources such as photovoltaic (PV) systems into distribution networks introduces intermittent and variable power, leading to high voltage fluctuations. High PV integration can also result in increased terminal voltage of the network during periods of high PV generation and low load consumption. These problems can be solved by optimal utilization of the reactive power capability of a smart inverter. However, solving the optimization problem using a detailed mathematical model of the distribution network may be time-consuming. Due to this, the optimization process may not be fast enough to incorporate this rapid fluctuation when implemented in real-time optimization. To address these issues, this paper proposes a co-simulation-based optimization approach for optimal reactive power control in smart inverters. By utilizing co-simulation, the need for detailed mathematical modeling of the power flow equation of the distribution network in the optimization model is eliminated, thereby enabling faster optimization. This paper compares three optimization algorithms (improved harmony search, simplicial homology global optimization, and differential evolution) using models developed in OpenDSS and DigSilent PowerFactory. The results demonstrate the suitability of the proposed co-simulation-based optimization for obtaining optimal setpoints for reactive power control, minimizing total power loss in distribution networks with high PV integration. This research paper contributes to efficient and practical solutions for modeling optimal control problems in future distribution networks.

Convergence analysis and optimization of a Robin Schwarz waveform relaxation method for time-periodic parabolic optimal control problems

This paper is concerned with a novel convergence analysis of the optimized Schwarz waveform relaxation method (OSWRM) for the solution of optimal control problems governed by periodic parabolic partial differential equations (PDEs). The new analysis is based on a Fourier-type technique applied to a semidiscrete-in-time form of the optimality condition. This leads to a precise characterization of the convergence factor of the method at the semidiscrete level. Using this characterization, the optimal transmission condition parameter is obtained at the semidiscrete level and its asymptotic behavior as the time discretization converges to zero is analyzed in detail.

Automatic scenario generation for efficient solution of robust optimal control problems

AbstractExisting methods for nonlinear robust control often use scenario‐based approaches to formulate the control problem as large nonlinear optimization problems. The optimization problems are challenging to solve due to their size, especially if the control problems include time‐varying uncertainty. This paper draws from local reduction methods used in semi‐infinite optimization to solve robust optimal control problems with parametric and time‐varying uncertainty. By iteratively adding interim worst‐case scenarios to the problem, methods based on local reduction provide a way to manage the total number of scenarios. We show that the local reduction method for optimal control problems consists of solving a series of simplified optimal control problems to find worst‐case constraint violations. In particular, we present examples where local reduction methods find worst‐case scenarios that are not on the boundary of the uncertainty set. We also provide bounds on the error if local solvers are used. The proposed approach is illustrated with two case studies with parametric and additive time‐varying uncertainty. In the first case study, the number of scenarios obtained from local reduction is 101, smaller than in the case when all extreme scenarios are considered. In the second case study, the number of scenarios obtained from the local reduction is two compared to 512 extreme scenarios. Our approach was able to satisfy the constraints both for parametric uncertainty and time‐varying disturbances, whereas approaches from literature either violated the constraints or became computationally expensive.

Modified dynamic programming algorithms for GLOSA systems with stochastic signal switching times

A discrete-time stochastic optimal control problem was recently proposed to address the GLOSA (Green Light Optimal Speed Advisory) problem in cases where the next signal switching time is decided in real time and is therefore uncertain in advance. The corresponding numerical solution via SDP (Stochastic Dynamic Programming) calls for substantial computation time, which excludes problem solution in the vehicle’s on-board computer in real time. In this context, the present paper concentrates on the challenge of developing numerical algorithms to solve efficiently the stochastic GLOSA problem. As a first attempt to overcome the computation time bottleneck, a modified version of Dynamic Programming, known as Discrete Differential Dynamic Programming (DDDP) was recently employed for the numerical solution of the stochastic optimal control problem and was demonstrated to achieve results equivalent to those obtained with the ordinary SDP algorithm, albeit with significantly reduced computation times. After an outline of the DDDP approach, the present work considers a second modified version of Dynamic Programming, known as Differential Dynamic Programming (DDP). For the stochastic GLOSA problem, it is demonstrated that DDP achieves quasi-instantaneous (extremely fast) solutions in terms of CPU times, which allows for the proposed approach to be readily executable online, in an MPC (Model Predictive Control) framework, in the vehicle’s on-board computer. The novel numerical approach is tested and demonstrated by use of realistic examples and is compared to the SDP and DDDP solutions. It should be noted that DDP does not require discretization of variables, hence the obtained solutions may be slightly superior to the standard SDP solutions.

Refinements the solutions of fuzzy optimal control problems

Refinements the solutions of fuzzy optimal control problems

Approximate Solution for Some Continuous Optimal Control Problems Using Veita-Pell Polynomials

In this paper, Veita-Pell polynomials (VPPs) are first presented with some interesting properties. These properties are utilized to construct a general explicit formula of their operational matrix of derivative. Then an appropriate direct technique is suggested for solving quadratic optimal control problems based on VPPs and the idea of state parameterization algorithm. The resulting performance index optimal value shows the proposed method is able to provide a good treatment with fast convergence. The effectiveness of the presented method is illustrated by solving three numerical examples. The obtained results show that as the number of basis functions VPPs increase the error in the solution by the present method will be decreased and it may exactly close with the analytical one. This is the main modification of the algorithm and this contribution in the using special basis functions in obtaining an approximate solution with minimum number of VPPs and satisfactory accuracy.

Atangana-Baleanu Fractional Dynamics of Predictive Whooping Cough Model with Optimal Control Analysis

Whooping cough, or pertussis, is an infectious disease that causes serious threats to people of all ages, specifically to infant and young children, all over the world. Due to the severe impact on health, it is necessary to construct a mathematical model that can be used to predict future dynamics of the disease, as well as to suggest strategies to eliminate the disease in an optimal way. For this, we constructed a new Atangana–Baleanu fractional model for whooping cough disease to predict the future dynamics of the disease, as well as to suggest strategies to eliminate the disease in an optimal way. We prove that the proposed model has a unique solution that is positive and bounded. To measure the contagiousness of the disease, we determined the reproduction number R0 and used it to examine the local and global stability at equilibrium points that have symmetry. Through sensitivity analysis, we determined parameters of the model that are most sensitive to R0. The ultimate aim of this research was to analyze different disease prevention approaches in order to find the most suitable one. For this, we included the vaccination and quarantine compartments in the proposed model and formulated an optimal control problem to assess the effect of vaccination and quarantine rates on disease control in three distinct scenarios. Firstly, we study the impact of vaccination strategy and conclude the findings with a graphical presentation of the results. Secondly, we examine the impact of quarantine strategy on whooping cough infection and its possible elimination from society. Lastly, we implement vaccination and quarantine strategies together to visualize their combined effect on infection control. In addition to the study of the optimal control problem, we examine the effect of the fractional order on disease dynamics, as well as the impact of constant vaccination and quarantine rates on disease transmission and control. The numerical results reveal that the optimal control strategy with vaccination and quarantine together would be more effective in reducing the spread of whooping cough infection. The implementation of the Toufik–Atangana-type numerical scheme for the solution of the fractional optimal control problem is another contribution of this article.

An optimal control problem for resource utilisation by microorganisms

Decomposition of organic matter controls the flow of carbon and nutrients in terrestrial and aquatic ecosystems. Several kinetic laws have been proposed to describe decomposition rates, but they neglect adaptation of the microbial decomposer to environmental conditions. Here we formalise decomposition as an optimal control problem by assuming that microorganisms regulate the uptake rate of a substrate to maximise their growth over the period of decomposition. The result is an optimal control problem consisting of two differential equations and auxiliary conditions that determine the optimal value of the control variable (the uptake rate), the remaining substrate at any given time, and the optimal completion time. This problem serves as a case study to illustrate the solution of differential equations and optimal control problems for students in undergraduate courses. The mathematical analysis of the problem requires rewriting the differential equations in reverse time along with the solution of a nonhomogeneous linear first order differential equation. We then return to modelling with some biologically motivated questions about how the parameters of the model representing environmental conditions and microbial functional traits affect the outcome. Finally, we discuss alternative ways to use the material with students.

Necessary Conditions for the Optimality and Sustainability of Solutions in Infinite-Horizon Optimal Control Problems

The paper deals with an infinite-horizon optimal control problem with general asymptotic endpoint constraints. The fulfillment of constraints of this type can be viewed as the minimal necessary condition for the sustainability of solutions. A new version of the Pontryagin maximum principle with an explicitly specified adjoint variable is developed. The proof of the main results is based on the fact that the restriction of the optimal process to any finite time interval is a solution to the corresponding finite-horizon problem containing the conditional cost of the phase vector as a terminal term.

A novel mesh discretization strategy for numerical solution of optimal control problems in aerospace engineering

An effective approach is proposed for optimal control problems in aerospace engineering. First, several interval lengths are treated as optimization variables directly to localize the switching points accurately. Second, the variable intervals are usually refined into more subintervals homogeneously to obtain the trajectories with high accuracy. To reduce the number of optimization variables and improve the efficiency, the control and the state vectors are parameterized using different meshes in this paper such that the control can be approximated asynchronously by fewer parameters where the trajectories change slowly. Then, the variables are departed as independent variables and dependent variables, the gradient formulae, based on the partial derivatives of dependent parameters with respect to independent parameters, are computed to solve nonlinear programming problems. Finally, the proposed approach is applied to the classic moon lander and hang glider problems. For the moon lander problem, the proposed approach is compared with CVP, Fast-CVP and GPM methods, respectively. For the hang glider problem, the proposed approach is compared with trapezoidal discretization and stopping criteria methods, respectively. The numerical results validate the effectiveness of the proposed approach.

On Coupled Two-Level Variational Problem in Sobolev-Orlicz Space

We study a coupled two-level variational model in Sobolev-Orlicz spaces with non-standard growth conditions of the objective functional and discuss its consistence and solvability issues. At the first level, we deal with the so-called temporal interpolation problem that can be cast as a state constrained optimal control problem for anisotropic convection-diffusion equation with two types of control functions — distributed $L^2$-control and $BV$-bounded control in coefficients. At the second level, we have a constrained minimization problem with the nonstandard growth energy functional that lives in a variable Sobolev-Orlicz space. The characteristic feature of the proposed model is the fact that the variable exponent, which is associated with non-standard growth in the objective functional, is unknown a priori and it depends on the solution of the first-level optimal control problem.

Finding global solutions of some inverse optimal control problems using penalization and semismooth Newton methods

We present a method to solve a special class of parameter identification problems for an elliptic optimal control problem to global optimality. The bilevel problem is reformulated via the optimal-value function of the lower-level problem. The reformulated problem is nonconvex and standard regularity conditions like Robinson’s CQ are violated. Via a relaxation of the constraints, the problem can be decomposed into a family of convex problems and this is the basis for a solution algorithm. The convergence properties are analyzed. It is shown that a penalty method can be employed to solve this family of problems while maintaining convergence speed. For an example problem, the use of the identity as penalty function allows for the solution by a semismooth Newton method. Numerical results are presented. Difficulties and limitations of our approach to solve a nonconvex problem to global optimality are discussed.

Numerical Methods for Fractional Optimal Control and Estimation

Fractional calculus has become a valuable mathematical tool for modeling various physical phenomena exhibiting anomalous dynamics such as memory and hereditary properties. However, the fractional operators lead to difficulties in analysis, optimization, and estimation that limit the application of fractional models. This paper develops numerical methods to solve fractional optimal control and estimation problems with Caputo derivatives of arbitrary order.
 First, fractional Pontryagin's maximum principle is used to formulate first-order necessary conditions for fractional optimal control problems. A fractional collocation method using polynomial basis functions is then proposed to discretize the resulting boundary value problems. This allows transforming an infinite-dimensional optimal control problem into a finite nonlinear programming problem.
 Second, for fractional estimation, a novel ensemble Kalman filter is proposed based on a Monte Carlo approach to propagate the fractional state dynamics. This provides a recursive fractional state estimator analogous to the classical Kalman filter.
 The capabilities of the proposed collocation and ensemble Kalman filter methods are demonstrated through applications including fractional epidemic control, thermomechanical oscillator control, and state estimation of viscoelastic mechanical systems. The results illustrate improved accuracy over prior discretization schemes along with the ability to handle complex system dynamics.
 This work provides a comprehensive framework for numerical solution of fractional optimal control and estimation problems. The methods enable applying fractional calculus to address challenges in robotics, biomedicine, mechanics, and other fields where systems exhibit non-classical dynamics.

A two-level variational algorithm in the Sobolev–Orlicz space to predict daily surface reflectance at LANDSAT high spatial resolution and MODIS temporal frequency

We propose a new two-level variational model in Sobolev–Orlicz spaces with nonstandard growth conditions of the objective functional and discuss its applications to the spatiotemporal interpolation of multispectral satellite images. At the first level, we deal with the temporal interpolation problem that can be cast as a state constrained optimal control problem for anisotropic convection–diffusion equation, whereas at the second level we solve a constrained minimization problem with a nonstandard growth energy functional that lives in variable Sobolev–Orlicz spaces. The characteristic feature of the proposed model is the fact that the variable exponent, which is associated with nonstandard growth in spatial interpolation problem, is unknown a priori and it depends on the solution of the first-level optimal control problem. It makes this spatiotemporal interpolation problem rather challenging. In view of this, we discuss the consistency of the proposed model, study the existence of optimal solutions, and derive the corresponding optimality systems. In particular, we apply this approach to the well-known prediction problem of the Daily MODIS Surface Reflectance at the Landsat-Like Resolution.