DIRECTIONAL INPUT ADAPTATION IN PARAMETRIC OPTIMAL CONTROL PROBLEMS
File(s)Deshpande_Bonvin_Chachuat_12(SICON).pdf (473.36 KB)
Published version
Author(s)
Deshpande, SA
Bonvin, D
Chachuat, B
Type
Journal Article
Abstract
This paper deals with input adaptation in dynamic processes in order to guarantee feasible and optimal operation despite the presence of uncertainty. For those optimal control problems having terminal and mixed control-state path constraints, two orthogonal sets of adaptation directions can be distinguished in the input space: the sensitivity-seeking directions, along which a small variation from an optimal nominal solution will not affect the respective active constraints, and the complementary constraint-seeking directions, along which a variation will affect the respective constraints. It follows that selective input adaptation strategies can be defined, namely, adaptation in the sensitivity- and constraint-seeking directions. This paper proves the important result that, for small parametric perturbations, the cost variation resulting from adaptation in the sensitivity-seeking directions (over no input adaptation) is typically smaller than the cost variation due to adaptation in the constraint-seeking directions. It is also established that no selective input adaptation along a sensitivity-seeking direction can reduce the dominant, first-order term in the optimality gap; adaptation along a constraint-seeking direction is necessary to cancel it out. These results are illustrated with two numerical case studies.
Date Issued
2012-07-26
Date Acceptance
2012-04-16
Citation
SIAM Journal on Control and Optimization, 2012, 50 (4), pp.1995-2024
ISSN
1095-7138
Publisher
Society for Industrial and Applied Mathematics
Start Page
1995
End Page
2024
Journal / Book Title
SIAM Journal on Control and Optimization
Volume
50
Issue
4
Copyright Statement
© 2012, Society for Industrial and Applied Mathematics
Subjects
Science & Technology
Technology
Physical Sciences
Automation & Control Systems
Mathematics, Applied
Mathematics
AUTOMATION & CONTROL SYSTEMS
MATHEMATICS, APPLIED
parametric optimal control problem
terminal constraints
mixed control-state constraints
sensitivity-seeking directions
constraint-seeking directions
linear integral equations
selective input adaptation
cost variation
optimality loss
NEIGHBORING-EXTREMAL CONTROL
REAL-TIME OPTIMIZATION
DYNAMIC OPTIMIZATION
STATE CONSTRAINTS
UNCERTAINTY
OPERATION
SYSTEMS
Publication Status
Published