• 제목/요약/키워드: Optimal problem

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Real Time Optimal Control of Mechanical Systems

  • Park, Jin-Bae;Shohei, Niwa
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2001년도 ICCAS
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    • pp.108.3-108
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    • 2001
  • In this work, we consider a real time optimal control problem of mechanical systems with restrictions for actuators i.e. input restrictions and constraints for the movable area i.e. state constraints. First, we formulate an optimal control problem which evaluates the cost function for a finite time horizon with input restrictions and state constraints of a wheeled vehicle as an example of mechanical systems. In this problem, the differentiability of the cost function is not required and this implies that the problem cannot be solved analytically. Therefore, in this work, we use an optimization method to solve the optimal control problem and a new real time optimization method is proposed to solve the problem. In this method, we provide a parameter that indicates the ...

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변수추가시의 비가능 내부점기법의 감도분석 (A Method of Sensitivity Analysis for the Infeasible Interior Point Method When a Variable is Added)

  • 김우제;박찬규;임성묵;박순달
    • 대한산업공학회지
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    • 제28권1호
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    • pp.99-104
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    • 2002
  • This paper presents a method of sensitivity analysis for the infeasible interior point method when a new variable is introduced. For the sensitivity analysis in introducing a new variable, we present a method to find an optimal solution to the modified problem. If dual feasibility is satisfied, the optimal solution to the modified problem is the same as that of the original problem. If dual feasibility is not satisfied, we first check whether the optimal solution to the modified problem can be easily obtained by moving only dual solution to the original problem. If it is possible, the optimal solution to the modified problem is obtained by simple modification of the optimal solution to the original problem. Otherwise, a method to set an initial solution for the infeasible interior point method is presented to reduce the number of iterations required. The experimental results are presented to demonstrate that the proposed method works better.

JACOBI DISCRETE APPROXIMATION FOR SOLVING OPTIMAL CONTROL PROBLEMS

  • El-Kady, Mamdouh
    • 대한수학회지
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    • 제49권1호
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    • pp.99-112
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    • 2012
  • This paper attempts to present a numerical method for solving optimal control problems. The method is based upon constructing the n-th degree Jacobi polynomials to approximate the control vector and use differentiation matrix to approximate derivative term in the state system. The system dynamics are then converted into system of algebraic equations and hence the optimal control problem is reduced to constrained optimization problem. Numerical examples illustrate the robustness, accuracy and efficiency of the proposed method.

OPTIMAL CONTROL PROBLEM FOR HOST-PATHOGEN MODEL

  • P. T. Sowndarrajan
    • Nonlinear Functional Analysis and Applications
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    • 제28권3호
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    • pp.659-670
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    • 2023
  • In this paper, we study the distributed optimal control problem of a coupled system of the host-pathogen model. The system consists of the density of the susceptible host, the density of the infected host, and the density of pathogen particles. Our main goal is to minimize the infected density and also to decrease the cost of the drugs administered. First, we prove the existence and uniqueness of solutions for the proposed problem. Then, the existence of the optimal control is established and necessary optimality conditions are also derived.

역최적 문제를 통한 충돌각 제어 최적유도법칙의 개루프 비행궤적 특성 및 Time-to-go 예측 (The Characteristics of Open-loop Trajectory and Time-to-go Estimation for Impact Angle Control Optimal Guidance through Inverse Optimal Problem)

  • 이용인;이진익
    • 한국군사과학기술학회지
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    • 제11권3호
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    • pp.5-12
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    • 2008
  • This paper presents the features of an impact angle constrained open-loop optimal trajectory which is given by a function of initial conditions and optimal guidance gains. Using missile motion described by linearized kinematic equations and a proper form of performance index, an inverse optimal problem is suggested to investigate the gains related to the performance index. The flight trajectory and time-to-go can be shaped in terms of the optimal guidance gains. The results are evaluated by 3-DOF simulation.

OPTIMAL PORTFOLIO SELECTION WITH TRANSACTION COSTS WHEN AN ILLIQUID ASSET PAYS CASH DIVIDENDS

  • Jang, Bong-Gyu
    • 대한수학회지
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    • 제44권1호
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    • pp.139-150
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    • 2007
  • We investigate an optimal portfolio selection problem with transaction costs when an illiquid asset pays cash dividends and there are constraints on the illiquid asset holding. We provide closed form solutions for the problem, and by using these solutions we illustrate interesting features of optimal policies.

DESIGN PROBLEM SOLVED BY OPTIMAL CONTROL THEORY

  • Butt, Rizwan
    • Journal of applied mathematics & informatics
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    • 제4권1호
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    • pp.167-178
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    • 1997
  • In this paper we present an application to airfoil design of an optimum design method based on optimal control theory. The method used here transforms the design problem by way of a change of variable into an optimal control problem for a distributed system with Neumann boundary control. This results in a set of variational inequalities which is solved by adding a penalty term to the differential equation. This si inturn solved by a finite element method.

A METHOD USING PARAMETRIC APPROACH WITH QUASINEWTON METHOD FOR CONSTRAINED OPTIMIZATION

  • Ryang, Yong-Joon;Kim, Won-Serk
    • 대한수학회보
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    • 제26권2호
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    • pp.127-134
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    • 1989
  • This paper proposes a deformation method for solving practical nonlinear programming problems. Utilizing the nonlinear parametric programming technique with Quasi-Newton method [6,7], the method solves the problem by imbedding it into a suitable one-parameter family of problems. The approach discussed in this paper was originally developed with the aim of solving a system of structural optimization problems with frequently appears in various kind of engineering design. It is assumed that we have to solve more than one structural problem of the same type. It an optimal solution of one of these problems is available, then the optimal solutions of thel other problems can be easily obtained by using this known problem and its optimal solution as the initial problem of our parametric method. The method of nonlinear programming does not generally converge to the optimal solution from an arbitrary starting point if the initial estimate is not sufficiently close to the solution. On the other hand, the deformation method described in this paper is advantageous in that it is likely to obtain the optimal solution every if the initial point is not necessarily in a small neighborhood of the solution. the Jacobian matrix of the iteration formula has the special structural features [2, 3]. Sectioon 2 describes nonlinear parametric programming problem imbeded into a one-parameter family of problems. In Section 3 the iteration formulas for one-parameter are developed. Section 4 discusses parametric approach for Quasi-Newton method and gives algorithm for finding the optimal solution.

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충돌각 제어 호밍유도법칙의 역최적 문제 (Inverse Optimal Problem for Homing Guidance with Angular Constraint)

  • 이진익;이용인
    • 한국항공우주학회지
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    • 제35권5호
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    • pp.412-418
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    • 2007
  • 본 논문에서는 충돌각 구속조건을 갖는 비행체 호밍 제어 유도법칙에 대한 역최적 문제를 제시한다. 편향비례항법 유도법칙의 이득과 LQ 문제에서의 가중치와의 관계를 규명하고, Riccati 방정식으로부터 제어입력이 LQ 최적제어가 되기 위한 영역을 제시한다. 이를 근거로 종말 구속조건을 만족하는 호밍 유도법칙의 제어이득이 최적제어법칙이 되기 위한 범위를 제안한다. 이론적 해석 결과의 타당성은 3-DOF 모의시험을 통하여 확인한다.

Duality in an Optimal Harvesting Problem by a Nonlinear Age-Spatial Structured Population Dynamic System

  • Kim, Yong-Kuk;Lee, Mi-Jin;Jung, Il-Hyo
    • Kyungpook Mathematical Journal
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    • 제51권4호
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    • pp.353-364
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    • 2011
  • Duality in the optimal harvesting for a nonlinear age-spatial structured population dynamic model is studied in the framework of optimal control problem. In this paper the duality theory that displays the conjugacy of the primal problem is established and an application is given. Duality theory plays an important role in both optimization theory and methodology and the results may be applied to a realistic biological system on the point of optimal harvesting.