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Main Authors: Burachik, Regina S., Kaya, C. Yalçın, Moursi, Walaa M.
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2401.08176
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author Burachik, Regina S.
Kaya, C. Yalçın
Moursi, Walaa M.
author_facet Burachik, Regina S.
Kaya, C. Yalçın
Moursi, Walaa M.
contents We consider optimal control problems involving two constraint sets: one comprised of linear ordinary differential equations with the initial and terminal states specified and the other defined by the control variables constrained by simple bounds. When the intersection of these two sets is empty, typically because the bounds on the control variables are too tight, the problem becomes infeasible. In this paper, we prove that, under a controllability assumption, the ``best approximation'' optimal control minimizing the distance (and thus finding the ``gap'') between the two sets is of bang--bang type, with the ``gap function'' playing the role of a switching function. The critically feasible control solution (the case when one has the smallest control bound for which the problem is feasible) is also shown to be of bang--bang type. We present the full analytical solution for the critically feasible problem involving the (simple but rich enough) double integrator. We illustrate the overall results numerically on various challenging example problems.
format Preprint
id arxiv_https___arxiv_org_abs_2401_08176
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Infeasible and Critically Feasible Optimal Control
Burachik, Regina S.
Kaya, C. Yalçın
Moursi, Walaa M.
Optimization and Control
We consider optimal control problems involving two constraint sets: one comprised of linear ordinary differential equations with the initial and terminal states specified and the other defined by the control variables constrained by simple bounds. When the intersection of these two sets is empty, typically because the bounds on the control variables are too tight, the problem becomes infeasible. In this paper, we prove that, under a controllability assumption, the ``best approximation'' optimal control minimizing the distance (and thus finding the ``gap'') between the two sets is of bang--bang type, with the ``gap function'' playing the role of a switching function. The critically feasible control solution (the case when one has the smallest control bound for which the problem is feasible) is also shown to be of bang--bang type. We present the full analytical solution for the critically feasible problem involving the (simple but rich enough) double integrator. We illustrate the overall results numerically on various challenging example problems.
title Infeasible and Critically Feasible Optimal Control
topic Optimization and Control
url https://arxiv.org/abs/2401.08176