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A Proximal Point Based Approach to Optimal Control of Affine Switched Systems

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Abstract

This paper focuses on the proximal point regularization technique for a class of optimal control processes governed by affine switched systems. We consider switched control systems described by nonlinear ordinary differential equations which are affine in the input. The affine structure of the dynamical models under consideration makes it possible to establish some continuity/approximability properties and to specify these models as convex control systems. We show that, for some classes of cost functionals, the associated optimal control problem (OCP) corresponds to a conventional convex optimization problem in a suitable Hilbert space. The latter can be reliably solved using standard first-order optimization algorithms and consistent regularization schemes. In particular, we propose a conceptual numerical approach based on the gradient-type method and classic proximal point techniques.

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Acknowledgements

The authors thank anonymous referees for valuable remarks and suggestions from which the final version of the paper greatly benefited.

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Correspondence to Vadim Azhmyakov.

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Azhmyakov, V., Basin, M.V. & Raisch, J. A Proximal Point Based Approach to Optimal Control of Affine Switched Systems. Discrete Event Dyn Syst 22, 61–81 (2012). https://doi.org/10.1007/s10626-011-0109-8

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  • DOI: https://doi.org/10.1007/s10626-011-0109-8

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