Optimal switching signal design with a cost on switching action
| Autor: | Gui-Hua Lin, Zhi Guo Feng, Liying Yu, Wei Xu |
|---|---|
| Rok vydání: | 2020 |
| Předmět: |
Sequence
Mathematical optimization Control and Optimization Series (mathematics) Branch and bound Computer science Applied Mathematics Strategy and Management Function (mathematics) Measure (mathematics) Atomic and Molecular Physics and Optics Quadratic equation Discrete time and continuous time Business and International Management Electrical and Electronic Engineering Global optimization |
| Zdroj: | Journal of Industrial & Management Optimization. 16:2531-2549 |
| ISSN: | 1553-166X |
| DOI: | 10.3934/jimo.2019068 |
| Popis: | In this paper, we consider a particular class of optimal switching problem for the linear-quadratic switched system in discrete time, where an optimal switching sequence is designed to minimize the quadratic performance index of the system with a switching cost. This is a challenging issue and studied only by few papers. First, we introduce a total variation function with respect to the switching sequence to measure the volatile switching action. In order to restrain the switching magnitude, it is added to the cost functional as a penalty. Then, the particular optimal switching problem is formulated. With the positive semi-definiteness of matrices, we construct a series of exact lower bounds of the cost functional at each time and the branch and bound method is applied to search all global optimal solutions. For the comparison between different global optimization methods, some numerical examples are given to show the efficiency of our proposed method. |
| Databáze: | OpenAIRE |
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