几类最优控制问题及其解法的研究-运筹学与控制论专业论文.docx

摘要在第四章里，研究了一类脉冲积分微分方程的最优控制问题。首先，我们 摘要 在第四章里，研究了一类脉冲积分微分方程的最优控制问题。首先，我们 用Chebyshev级数来近似积分方程的核，近似后的脉冲积分微分方程等价于一类新的 脉冲微分方程。我们证明了这些近似问题的解是收敛于原问题的解的。从而，就可 以利用第二章中的办法来求解这些近似问题。最后，我们给出了一个例子来说明我 们算法的有效性。 在第五章里，考虑了一类带延迟的切换系统的最优控制问题。我们将切换系统 的切换宽度当作一个参数来考虑，通过解一系列带延迟的微分方程，我们就可以得 到费用函数关于切换宽度的计算公式。从而，原问题就可用现有的数学规划方法来 处理。最后，我们用三个数值算例来说明了我们的算法。 在第六章里，研究了一类不光滑的泛函约束的最优控制问题。首先，以牺牲控 制变量的维数为代价，将原问题转化为一个与之对应的光滑约束的情形。接着，利 用Chebyshev多项式来近似控制变量的每一个分量，将原问题转化为一个凸半无穷规 划问题。对于这个半无穷规划问题，我们利用近几年发展起来的对偶参数化技巧来 求解。最后，给出了一个数值例子来说明我们算法的有效性。 关键词：最优控制计算，脉冲系统，切换系统，全局优化算法，控制参数化方法， 提高的控制参数化方法，非光滑泛函不等式约束，延迟切换系统，非线性规划 AbstractA Abstract A Study of Some Classes of Optimal Control Problems and Their Solution Methods ll“．；▲▲．I Wu Changzhi Operation Research and Control Theory Prof．Zhao Yi and Prof．Teo Kok Lay ABSTRACT In this thesis，new computational methods are developed for several classes of optimal control problems．These problems are first discussed in Chapter 1，which contains also brief review of existing results relevant to the subject matters of the thesis． In Chapter 2，a class of optimal control problems,which is governed by impulsive dy． namical systems iS considered．We use the control parametrization enhancing technique to transform the impulsive dynamical system into an equivalent ordinary dynamical system at the expense of increasing the dimension of the state variables．For this equivalent optimal control problem，we apply the constraint transcription technique to deal with the functional inequality constraints．Through this constraint transcription，a sequence of approximate problems is constructed．For each of these approximate problems，we derive the gradient formulas for the cost as well as the constraints functions．On this basis．it can be solved as an optimization problem using gradient—based method．There are several optimal control soft． ware packages，which are developed based on this idea，Can be used．Convergence analysis is established，linking the sequence of approximate ordinary optimal control pr