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dc.contributor.authorYu, Changjun
dc.contributor.authorLi, B.
dc.contributor.authorLoxton, Ryan
dc.contributor.authorTeo, Kok Lay
dc.date.accessioned2017-01-30T12:52:18Z
dc.date.available2017-01-30T12:52:18Z
dc.date.created2014-07-22T20:00:24Z
dc.date.issued2013
dc.identifier.citationYu, C. and Li, B. and Loxton, R. and Teo, K.L. 2013. Optimal discrete-valued control computation. Journal of Global Optimization. 56 (2): pp. 503-518.
dc.identifier.urihttp://hdl.handle.net/20.500.11937/26225
dc.identifier.doi10.1007/s10898-012-9858-7
dc.description.abstract

In this paper, we consider an optimal control problem in which the control takes values from a discrete set and the state and control are subject to continuous inequality constraints. By introducing auxiliary controls and applying a time-scaling transformation, we transform this optimal control problem into an equivalent problem subject to additional linear and quadratic constraints. The feasible region defined by these additional constraints is disconnected, and thus standard optimization methods struggle to handle these constraints. We introduce a novel exact penalty function to penalize constraint violations, and then append this penalty function to the objective. This leads to an approximate optimal control problem that can be solved using standard software packages such as MISER. Convergence results show that when the penalty parameter is sufficiently large, any local solution of the approximate problem is also a local solution of the original problem. We conclude the paper with some numerical results for two difficult train control problems.

dc.publisherSpringer
dc.subjectExact penalty function
dc.subjectTime scaling transformation
dc.subjectOptimal discrete-valued control
dc.titleOptimal discrete-valued control computation
dc.typeJournal Article
dcterms.source.volume56
dcterms.source.number2
dcterms.source.startPage503
dcterms.source.endPage518
dcterms.source.issn09255001
dcterms.source.titleJournal of Global Optimization
curtin.note

The final publication is available at Springer via http://doi.org/10.1007/s10898-012-9858-7

curtin.note

NOTICE: This is the author’s version of a work in which changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication.

curtin.departmentDepartment of Mathematics and Statistics
curtin.accessStatusOpen access


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