arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2007.07062math.OCcs.SYeess.SY
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基于隐不变凸性的模型预测控制全局最优性

Global optimality in model predictive control via hidden invariant convexity

Jorn H. Baayen, Krzysztof Postek

摘要:

非凸最优控制问题发生在,例如,水或电力系统通常涉及通过非线性等式约束相关的大量变量。理想的目标是找到一个全局最优解,数值经验表明,针对Karush-Kuhn-Tucker点的算法通常会找到(接近)最优解。在我们的论文中,我们提供了一个理论基础,这一现象表明,在广泛的一类问题的目标可以被证明是一个不变的凸函数(invex函数)的控制决策变量时,消除状态变量使用隐函数理论。通过这种方式,可以证明近似全局最优性,其中全局最优性保证的确切性质取决于解决方案在可行集内的位置。在一个数值例子中,我们展示了如何获得高质量的解决方案,局部搜索的河流控制问题,不变凸持有。

英文摘要:

Non-convex optimal control problems occurring in, e.g., water or power systems, typically involve a large number of variables related through nonlinear equality constraints. The ideal goal is to find a globally optimal solution, and numerical experience indicates that algorithms aiming for Karush-Kuhn-Tucker points often find (near-)optimal solutions. In our paper, we provide a theoretical underpinning for this phenomenon, showing that on a broad class of problems the objective can be shown to be an invariantly convex function (invex function) of the control decision variables when state variables are eliminated using implicit function theory. In this way, near-global optimality can be demonstrated, where the exact nature of the global optimality guarantee depends on the position of the solution within the feasible set. In a numerical example, we show how high-quality solutions are obtained with local search for a river control problem where invexity holds.

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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