A Successive Gap Constraint Linearization Method for Optimal Control Problems with Equilibrium Constraints
Fuente:
arXiv
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866914825280421888 |
|---|---|
| author | Lin, Kangyu Ohtsuka, Toshiyuki |
| author_facet | Lin, Kangyu Ohtsuka, Toshiyuki |
| contents | In this study, we propose a novel gap-constraint-based reformulation for optimal control problems with equilibrium constraints (OCPECs). We show that the proposed reformulation generates a new constraint system equivalent to the original one but more concise and with favorable differentiability. Moreover, constraint regularity can be recovered by a relaxation strategy. We show that the gap constraint and its gradient can be evaluated efficiently. We then propose a successive gap constraint linearization method to solve the discretized OCPEC. We also provide an intuitive geometric interpretation of the gap constraint. Numerical experiments validate the effectiveness of the proposed reformulation and solution method. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2406_03270 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | A Successive Gap Constraint Linearization Method for Optimal Control Problems with Equilibrium Constraints Lin, Kangyu Ohtsuka, Toshiyuki Optimization and Control Systems and Control In this study, we propose a novel gap-constraint-based reformulation for optimal control problems with equilibrium constraints (OCPECs). We show that the proposed reformulation generates a new constraint system equivalent to the original one but more concise and with favorable differentiability. Moreover, constraint regularity can be recovered by a relaxation strategy. We show that the gap constraint and its gradient can be evaluated efficiently. We then propose a successive gap constraint linearization method to solve the discretized OCPEC. We also provide an intuitive geometric interpretation of the gap constraint. Numerical experiments validate the effectiveness of the proposed reformulation and solution method. |
| title | A Successive Gap Constraint Linearization Method for Optimal Control Problems with Equilibrium Constraints |
| topic | Optimization and Control Systems and Control |
| url | https://arxiv.org/abs/2406.03270 |