Constrained Optimization Of Linear Systems For Infinite Horizon Problems
DOWNLOAD
Download Constrained Optimization Of Linear Systems For Infinite Horizon Problems PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Constrained Optimization Of Linear Systems For Infinite Horizon Problems book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Constrained Optimization Of Linear Systems For Infinite Horizon Problems
DOWNLOAD
Author : Charles Roger Glassey
language : en
Publisher:
Release Date : 1965
Constrained Optimization Of Linear Systems For Infinite Horizon Problems written by Charles Roger Glassey and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1965 with Control theory categories.
Some methods of optimal control theory are extended with a view toward applications to production and inventory control. A linear, discrete time, deterministic system with vector state and decision variables is optimized relative to a quadratic criterion. The optimal control is shown to be piecewise linear in the state vector when the decision is constrained to be nonnegative, and an algorithm is presented for computing optimal controls. The following results are obtained for the infinite horizon unconstrained problem with no discounting of future costs: (1) necessary conditions for convergence of optimal N-period policies. (2) optimal properties of this limit policy. These results are applied to modify the finite horizon algorithm to obtain optimal controls for the infinite horizon constrained problem. Results of some computations are presented. (Author).
Infinite Horizon Optimal Control
DOWNLOAD
Author : Dean A. Carlson
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-29
Infinite Horizon Optimal Control written by Dean A. Carlson and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-29 with Business & Economics categories.
This monograph deals with various classes of deterministic continuous time optimal control problems wh ich are defined over unbounded time intervala. For these problems, the performance criterion is described by an improper integral and it is possible that, when evaluated at a given admissible element, this criterion is unbounded. To cope with this divergence new optimality concepts; referred to here as "overtaking", "weakly overtaking", "agreeable plans", etc. ; have been proposed. The motivation for studying these problems arisee primarily from the economic and biological aciences where models of this nature arise quite naturally since no natural bound can be placed on the time horizon when one considers the evolution of the state of a given economy or species. The reeponsibility for the introduction of this interesting class of problems rests with the economiste who first studied them in the modeling of capital accumulation processes. Perhaps the earliest of these was F. Ramsey who, in his seminal work on a theory of saving in 1928, considered a dynamic optimization model defined on an infinite time horizon. Briefly, this problem can be described as a "Lagrange problem with unbounded time interval". The advent of modern control theory, particularly the formulation of the famoue Maximum Principle of Pontryagin, has had a considerable impact on the treatment of these models as well as optimization theory in general.
Frontiers In Pde Constrained Optimization
DOWNLOAD
Author : Harbir Antil
language : en
Publisher: Springer
Release Date : 2018-10-12
Frontiers In Pde Constrained Optimization written by Harbir Antil and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-10-12 with Mathematics categories.
This volume provides a broad and uniform introduction of PDE-constrained optimization as well as to document a number of interesting and challenging applications. Many science and engineering applications necessitate the solution of optimization problems constrained by physical laws that are described by systems of partial differential equations (PDEs). As a result, PDE-constrained optimization problems arise in a variety of disciplines including geophysics, earth and climate science, material science, chemical and mechanical engineering, medical imaging and physics. This volume is divided into two parts. The first part provides a comprehensive treatment of PDE-constrained optimization including discussions of problems constrained by PDEs with uncertain inputs and problems constrained by variational inequalities. Special emphasis is placed on algorithm development and numerical computation. In addition, a comprehensive treatment of inverse problems arising in the oil and gas industry is provided. The second part of this volume focuses on the application of PDE-constrained optimization, including problems in optimal control, optimal design, and inverse problems, among other topics.
Theory And Practice Of Control And Systems Proceedings Of The 6th Ieee Mediterranean Conference
DOWNLOAD
Author : Antonio Tornambe
language : en
Publisher: World Scientific
Release Date : 1999-01-04
Theory And Practice Of Control And Systems Proceedings Of The 6th Ieee Mediterranean Conference written by Antonio Tornambe and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-01-04 with categories.
This volume gathers together all the lectures presented at the 6th IEEE Mediterranean Conference. It focuses on the mathematical aspects in the theory and practice of control and systems, including stability and stabilizability, robust control, adaptive control, robotics and manufacturing; these topics are under intense investigation and development in the engineering and mathematics communities. The volume should have immediate appeal for a large group of engineers and mathematicians who are interested in very abstract as well as very concrete aspects of control and system theory.
Constrained Optimal Control Of Linear And Hybrid Systems
DOWNLOAD
Author : Francesco Borrelli
language : en
Publisher: Springer
Release Date : 2003-09-04
Constrained Optimal Control Of Linear And Hybrid Systems written by Francesco Borrelli and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-09-04 with Mathematics categories.
Many practical control problems are dominated by characteristics such as state, input and operational constraints, alternations between different operating regimes, and the interaction of continuous-time and discrete event systems. At present no methodology is available to design controllers in a systematic manner for such systems. This book introduces a new design theory for controllers for such constrained and switching dynamical systems and leads to algorithms that systematically solve control synthesis problems. The first part is a self-contained introduction to multiparametric programming, which is the main technique used to study and compute state feedback optimal control laws. The book's main objective is to derive properties of the state feedback solution, as well as to obtain algorithms to compute it efficiently. The focus is on constrained linear systems and constrained linear hybrid systems. The applicability of the theory is demonstrated through two experimental case studies: a mechanical laboratory process and a traction control system developed jointly with the Ford Motor Company in Michigan.
Directions In Mathematical Systems Theory And Optimization
DOWNLOAD
Author : Anders Rantzer
language : en
Publisher: Springer
Release Date : 2003-07-01
Directions In Mathematical Systems Theory And Optimization written by Anders Rantzer and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-07-01 with Computers categories.
For more than three decades, Anders Lindquist has delivered fundamental cont- butions to the ?elds of systems, signals and control. Throughout this period, four themes can perhaps characterize his interests: Modeling, estimation and ?ltering, feedback and robust control. His contributions to modeling include seminal work on the role of splitting subspaces in stochastic realization theory, on the partial realization problem for both deterministic and stochastic systems, on the solution of the rational covariance extension problem and on system identi?cation. His contributions to ?ltering and estimation include the development of fast ?ltering algorithms, leading to a nonlinear dynamical system which computes spectral factors in its steady state, and which provide an alternate, linear in the dimension of the state space, to computing the Kalman gain from a matrix Riccati equation. His further research on the phase portrait of this dynamical system gave a better understanding of when the Kalman ?lter will converge, answering an open question raised by Kalman. While still a student he established the separation principle for stochastic function differential equations, including some fundamental work on optimal control for stochastic systems with time lags. He continued his interest in feedback control by deriving optimal and robust control feedback laws for suppressing the effects of harmonic disturbances. Moreover, his recent work on a complete parameterization of all rational solutions to the Nevanlinna-Pick problem is providing a new approach to robust control design.
Technical Abstract Bulletin
DOWNLOAD
Author :
language : en
Publisher:
Release Date :
Technical Abstract Bulletin written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on with Science categories.
Dynamic Optimization Of Path Constrained Switched Systems
DOWNLOAD
Author : Jun Fu
language : en
Publisher: Springer Nature
Release Date : 2023-03-11
Dynamic Optimization Of Path Constrained Switched Systems written by Jun Fu and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-03-11 with Technology & Engineering categories.
This book provides a series of systematic theoretical results and numerical solution algorithms for dynamic optimization problems of switched systems within infinite-dimensional inequality path constraints. Dynamic optimization of path-constrained switched systems is a challenging task due to the complexity from seeking the best combinatorial optimization among the system input, switch times and switching sequences. Meanwhile, to ensure safety and guarantee product quality, path constraints are required to be rigorously satisfied (i.e., at an infinite number of time points) within a finite number of iterations. Several novel methodologies are presented by using dynamic optimization and semi-infinite programming techniques. The core advantages of our new approaches lie in two folds: i) The system input, switch times and the switching sequence can be optimized simultaneously. ii) The proposed algorithms terminate within finite iterations while coming with a certification of feasibility for the path constraints. In this book, first, we provide brief surveys on dynamic optimization of path-constrained systems and switched systems. For switched systems with a fixed switching sequence, we propose a bi-level algorithm, in which the input is optimized at the inner level, and the switch times are updated at the outer level by using the gradient information of the optimal value function calculated at the optimal input. We then propose an efficient single-level algorithm by optimizing the input and switch times simultaneously, which greatly reduces the number of nonlinear programs and the computational burden. For switched systems with free switching sequences, we propose a solution framework for dynamic optimization of path-constrained switched systems by employing the variant 2 of generalized Benders decomposition technique. In this framework, we adopt two different system formulations in the primal and master problem construction and explicitly characterize the switching sequences by introducing a binary variable. Finally, we propose a multi-objective dynamic optimization algorithm for locating approximated local Pareto solutions and quantitatively analyze the approximation optimality of the obtained solutions. This book provides a unified framework of dynamic optimization of path-constrained switched systems. It can therefore serve as a useful book for researchers and graduate students who are interested in knowing the state of the art of dynamic optimization of switched systems, as well as recent advances in path-constrained optimization problems. It is a useful source of up-to-date optimization methods and algorithms for researchers who study switched systems and graduate students of control theory and control engineering. In addition, it is also a useful source for engineers who work in the control and optimization fields such as robotics, chemical engineering and industrial processes.
Linear Programming Over An Infinite Horizon
DOWNLOAD
Author : J.J.M. Evers
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Linear Programming Over An Infinite Horizon written by J.J.M. Evers and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
Government Wide Index To Federal Research Development Reports
DOWNLOAD
Author :
language : en
Publisher:
Release Date : 1965
Government Wide Index To Federal Research Development Reports written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1965 with Government publications categories.