DOI: 10.3724/SP.J.1004.2013.01996

Acta Automatica Sinica (自动化学报) 2013/39:12 PP.1996-2001

A Penalty Method for Solving Inequality Path Constrained Optimal Control Problems

Control variable parameterization (CVP) method is currently popular for solving optimal control problems in process industries. However, dealing with path constraints is difficult in the framework of CVP method, especially for inequality path constraints. In order to conquer this flaw, this paper introduces the L1 exact penalty function from the mathematical programming into the field of optimal control so as to incorporate all the inequality path constraints into the original objective function. Besides, in order to use sophisticated gradient-based optimization algorithms, a novel smoothing technique is introduced to make the penalty terms differentiable. In this way, an enhanced CVP implementation structure which can handle inequality path constraints efficiently and a concomitant algorithm are proposed. Classic optimal control problems with path constraints are illustrated. Compared with the results by previous researchers, the results obtained in this paper demonstrate marked advantages in terms of accuracy and efficiency.

Key words:CIMS, optimal control, control variable parameterization, inequality path constraint, penalty function

ReleaseDate:2014-07-21 17:04:33

Funds:National High Technology Research and Development Program of China (863 Program) (2006AA05Z226), National Natural Science Foundation of China (U1162130), and Outstanding Youth Science Foundation of Zhejiang Province (R4100133)