solution to an optimal control problem via canonical dual method通过规范的双重解决最优控制问题的方法.pdfVIP

Hindawi Publishing Corporation Journal of Control Science and Engineering Volume 2009, Article ID 202094, 5 pages doi:10.1155/2009/202094 Research Article Solution to an Optimal Control Problem via Canonical Dual Method Jinghao Zhu1 and Jiani Zhou2 1 Department of Applied Mathematics, Tongji University, Shanghai 200092, China 2 Department of Mathematics, Tongji University, Shanghai 200092, China Correspondence should be addressed to Jinghao Zhu, jinghaok@ Received 14 June 2009; Accepted 1 September 2009 Recommended by George Gang Yin The analytic solution to an optimal control problem is investigated using the canonical dual method. By means of the Pontryagin principle and a transformation of the cost functional, the optimal control of a nonconvex problem is obtained. It turns out that the optimal control can be expressed by the costate via canonical dual variables. Some examples are illustrated. Copyright © 2009 J. Zhu and J. Zhou. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. 1. Introduction In general, it is difficult to obtain an analytic form of the optimal feedback control for the problem (1)-(2). It is well Consider the following optimal control problem (primal known that, in the case of unconstraint, if P (u) is a positive problem (P ) in short): definite quadratic form and F (x ) is a positive semidefinite T quadratic form, then a perfect op