Enregistré dans:
Détails bibliographiques
Auteurs principaux: Lamakani, Lida, Pistikopoulos, Efstratios N.
Format: Preprint
Publié: 2026
Sujets:
Accès en ligne:https://arxiv.org/abs/2603.16887
Tags: Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
_version_ 1866918394140295168
author Lamakani, Lida
Pistikopoulos, Efstratios N.
author_facet Lamakani, Lida
Pistikopoulos, Efstratios N.
contents Model predictive control offers a powerful framework for managing constrained systems, but its repeated online optimization can become computationally prohibitive. Multiparametric programming addresses this challenge by precomputing optimal solutions offline, enabling real-time control through simple function evaluation. While extensively developed for discrete-time systems, this approach suffers from combinatorial growth in solution complexity as discretization is refined. This paper presents a systematic continuous-time multiparametric framework for linear-quadratic optimal control that directly solves Pontryagin's optimality conditions without discretization artifacts. Through two illustrative examples, we demonstrate that continuous-time formulations yield solutions with substantially fewer critical regions than their discrete-time counterparts. Beyond this reduction in partition complexity, the continuous-time approach provides deeper insight into system dynamics by explicitly identifying switching times and eliminating discretization artifacts that obscure the true structure of optimal control policies. Knowledge of the switching structure also accelerates online optimization methods by providing analytical information about the solution topology. Clear step-by-step algorithms are provided for identifying switching structures, computing parametric switching times, and constructing critical regions, making the continuous-time framework accessible for practical implementation.
format Preprint
id arxiv_https___arxiv_org_abs_2603_16887
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Multiparametric continuous-time optimal control via Pontryagin's Maximum Principle: explicit solutions and comparisons with discrete-time formulations
Lamakani, Lida
Pistikopoulos, Efstratios N.
Optimization and Control
Systems and Control
Model predictive control offers a powerful framework for managing constrained systems, but its repeated online optimization can become computationally prohibitive. Multiparametric programming addresses this challenge by precomputing optimal solutions offline, enabling real-time control through simple function evaluation. While extensively developed for discrete-time systems, this approach suffers from combinatorial growth in solution complexity as discretization is refined. This paper presents a systematic continuous-time multiparametric framework for linear-quadratic optimal control that directly solves Pontryagin's optimality conditions without discretization artifacts. Through two illustrative examples, we demonstrate that continuous-time formulations yield solutions with substantially fewer critical regions than their discrete-time counterparts. Beyond this reduction in partition complexity, the continuous-time approach provides deeper insight into system dynamics by explicitly identifying switching times and eliminating discretization artifacts that obscure the true structure of optimal control policies. Knowledge of the switching structure also accelerates online optimization methods by providing analytical information about the solution topology. Clear step-by-step algorithms are provided for identifying switching structures, computing parametric switching times, and constructing critical regions, making the continuous-time framework accessible for practical implementation.
title Multiparametric continuous-time optimal control via Pontryagin's Maximum Principle: explicit solutions and comparisons with discrete-time formulations
topic Optimization and Control
Systems and Control
url https://arxiv.org/abs/2603.16887