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arXiv 0809.4623math.OC
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POCP:多项式最优控制问题的软件包

POCP: a package for polynomial optimal control problems

Didier Henrion, Jean-Bernard Lasserre, Carlo Savorgnan

摘要:

POCP是一个新的Matlab软件包,与GloptiPoly 3和YALMIP(可选)联合运行。它是针对所有问题数据都是多项式的非线性最优控制问题,并提供了一个近似的最优值以及一些控制策略。由于用户友好的界面,POCP重新制定了这样的控制问题,作为广义问题的时刻,反过来转换成一个层次的半定规划问题的GloptiPoly 3,其相关的序列的最优值收敛到最优值的多项式最优控制问题。在本文中,我们描述的POCP的基本特征,并说明他们与一些数值例子。

英文摘要:

POCP is a new Matlab package running jointly with GloptiPoly 3 and, optionally, YALMIP. It is aimed at nonlinear optimal control problems for which all the problem data are polynomial, and provides an approximation of the optimal value as well as some control policy. Thanks to a user-friendly interface, POCP reformulates such control problems as generalized problems of moments, in turn converted by GloptiPoly 3 into a hierarchy of semidefinite programming problems whose associated sequence of optimal values converges to the optimal value of the polynomial optimal control problem. In this paper we describe the basic features of POCP and illustrate them with some numerical examples.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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