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Main Authors: Gernandt, Hannes, Schaller, Manuel
Format: Preprint
Published: 2024
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Online Access:https://arxiv.org/abs/2406.01087
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author Gernandt, Hannes
Schaller, Manuel
author_facet Gernandt, Hannes
Schaller, Manuel
contents In this note, we consider port-Hamiltonian structures in numerical optimal control of ordinary differential equations. By introducing a novel class of nonlinear monotone port-Hamiltonian (pH) systems, we show that the primal-dual gradient method may be viewed as an infinite-dimensional nonlinear pH system. The monotonicity and the particular block structure arising in the optimality system is used to prove exponential stability of the dynamics towards its equilibrium, which is a critical point of the first-order optimality conditions. Leveraging the port-based modeling, we propose an optimization-based controller in a suboptimal receding horizon control fashion. To this end, the primal-dual gradient based optimizer-dynamics is coupled to a pH plant dynamics in a power-preserving manner. We show that the resulting model is again monotone pH system and prove that the closed-loop exhibits local exponential convergence towards the equilibrium.
format Preprint
id arxiv_https___arxiv_org_abs_2406_01087
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Port-Hamiltonian structures in infinite-dimensional optimal control: Primal-Dual gradient method and control-by-interconnection
Gernandt, Hannes
Schaller, Manuel
Optimization and Control
In this note, we consider port-Hamiltonian structures in numerical optimal control of ordinary differential equations. By introducing a novel class of nonlinear monotone port-Hamiltonian (pH) systems, we show that the primal-dual gradient method may be viewed as an infinite-dimensional nonlinear pH system. The monotonicity and the particular block structure arising in the optimality system is used to prove exponential stability of the dynamics towards its equilibrium, which is a critical point of the first-order optimality conditions. Leveraging the port-based modeling, we propose an optimization-based controller in a suboptimal receding horizon control fashion. To this end, the primal-dual gradient based optimizer-dynamics is coupled to a pH plant dynamics in a power-preserving manner. We show that the resulting model is again monotone pH system and prove that the closed-loop exhibits local exponential convergence towards the equilibrium.
title Port-Hamiltonian structures in infinite-dimensional optimal control: Primal-Dual gradient method and control-by-interconnection
topic Optimization and Control
url https://arxiv.org/abs/2406.01087