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    Optimal Control Computation for Discrete Time Time-Delayed Optimal Control Problem with All-Time-Step Inequality Constraints

    153366_29418_LIBIN-IJICIC.pdf (40.09Kb)
    Access Status
    Open access
    Authors
    Li, Bin
    Teo, Kok Lay
    Duan, G.
    Date
    2010
    Type
    Journal Article
    
    Metadata
    Show full item record
    Citation
    Li, Bin and Teo, Kok Lay and Duan, Guang Ren. 2010. Optimal Control Computation for Discrete Time Time-Delayed Optimal Control Problem with All-Time-Step Inequality Constraints. International Journal of Innovative Computing, Information and Control. 6 (7): pp. 3157-3175.
    Source Title
    International Journal of Innovative Computing, Infomation and Control
    ISSN
    13494198
    School
    Department of Mathematics and Statistics
    URI
    http://hdl.handle.net/20.500.11937/5722
    Collection
    • Curtin Research Publications
    Abstract

    In this paper, we consider a class of discrete time optimal control problems with time delay and subject to nonlinear all-time-step inequality constraints on both the state and control. By using a constraint transcription technique in conjunction with a local smoothing method, the problem is approximated by a sequence of discrete timeoptimal control problems with time delay and subject to nonlinear inequality constraints in canonical form. Rigorous analysis is carried out, showing the convergence of the optimal solutions of the approximate problems to the optimal solution of the original problem. We then move on to consider a general class of discrete time optimal control problem with time delay and subject to nonlinear constraints in canonical form.A computational method is developed based on the sequential quadratic programming (SQP) approximation scheme with active set strategy. It solves the discrete time optimal control problem with time delay and subject to canonical constraints as a nonlinear optimization problem. As an application, we consider a tactical logistic decision analysis problem, which is formulated as a discrete time optimal control problems with time delay and subject to all-time-step inequality constraints. Using the computational method proposed, this practical problem is solved effectively, producing much better results than those obtained in existing literature.

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