Numerical optimal control for delay differential equations: A simultaneous approach based on linearization of the delayed state

Fuente: arXiv
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Main Authors: Ritschel, Tobias K. S., Stange, Søren
Format: Preprint
Published: 2024
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author Ritschel, Tobias K. S.
Stange, Søren
author_facet Ritschel, Tobias K. S.
Stange, Søren
contents Time delays are ubiquitous in industry, and they must be accounted for when designing control strategies. However, numerical optimal control (NOC) of delay differential equations (DDEs) is challenging because it requires specialized discretization methods and the time delays may depend on the manipulated inputs or state variables. Therefore, in this work, we propose to linearize the delayed states around the current time. This results in a set of implicit differential equations, and we compare the steady states and the corresponding stability criteria of the DDEs and the approximate system. Furthermore, we propose a simultaneous approach for NOC of DDEs based on the linearization, and we discretize the approximate system using Euler's implicit method. Finally, we present a numerical example involving a molten salt nuclear fission reactor.
format Preprint
id arxiv_https___arxiv_org_abs_2410_02687
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Numerical optimal control for delay differential equations: A simultaneous approach based on linearization of the delayed state
Ritschel, Tobias K. S.
Stange, Søren
Optimization and Control
Computational Engineering, Finance, and Science
Systems and Control
Time delays are ubiquitous in industry, and they must be accounted for when designing control strategies. However, numerical optimal control (NOC) of delay differential equations (DDEs) is challenging because it requires specialized discretization methods and the time delays may depend on the manipulated inputs or state variables. Therefore, in this work, we propose to linearize the delayed states around the current time. This results in a set of implicit differential equations, and we compare the steady states and the corresponding stability criteria of the DDEs and the approximate system. Furthermore, we propose a simultaneous approach for NOC of DDEs based on the linearization, and we discretize the approximate system using Euler's implicit method. Finally, we present a numerical example involving a molten salt nuclear fission reactor.
title Numerical optimal control for delay differential equations: A simultaneous approach based on linearization of the delayed state
topic Optimization and Control
Computational Engineering, Finance, and Science
Systems and Control
url https://arxiv.org/abs/2410.02687