Global Optimization Of Linear Hybrid Systems With Varying Transition Times

C. K. Lee, P. I. Barton
2008 SIAM Journal of Control and Optimization  
Open loop optimal control problems with linear hybrid (discrete/continuous) systems embedded are often approximated as dynamic optimization problems. These problems are inherently nonconvex. A deterministic global optimization algorithm for linear hybrid systems with varying transition times is developed. First, the control parametrization enhancing transform is used to transform the problem from a linear hybrid system with scaled discontinuities and varying transition times into a nonlinear
more » ... with stationary discontinuities and fixed transition times. Next, a convexity theory is applied to construct a convex relaxation of the original nonconvex problem. This allows the problem to be solved in a branchand-bound framework that can guarantee the solution to ε global optimality within a finite number of iterations.
doi:10.1137/050625539 fatcat:i7btf4n2mbavvgyub463vx6wji