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    Problem Solving Technique With Pontryagin: o o o o

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    Mohammed Abd El Djalil DJEHAF
    I. The document describes a technique for solving optimal control problems using Pontryagin's maximum principle. It involves modeling the dynamic system, formulating the necessary conditions, minimizing the Hamiltonian function, investigating singular cases, solving a two-point boundary value problem, and eliminating non-global optimal solutions. II. It then provides two example problems of time-optimal motion of a mass point with and without friction, defining the system dynamics, costs, and boundary conditions to be optimized. III. Finally, it discusses varying the control input strongly rather than weakly, showing this ensures a global rather than just local minimum of the Hamiltonian function is achieved.

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    Problem Solving Technique With Pontryagin: o o o o

    Uploaded by

    Mohammed Abd El Djalil DJEHAF
    22 views5 pages
    I. The document describes a technique for solving optimal control problems using Pontryagin's maximum principle. It involves modeling the dynamic system, formulating the necessary conditions, minimizing the Hamiltonian function, investigating singular cases, solving a two-point boundary value problem, and eliminating non-global optimal solutions. II. It then provides two example problems of time-optimal motion of a mass point with and without friction, defining the system dynamics, costs, and boundary conditions to be optimized. III. Finally, it discusses varying the control input strongly rather than weakly, showing this ensures a global rather than just local minimum of the Hamiltonian function is achieved.

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    I. The document describes a technique for solving optimal control problems using Pontryagin's maximum principle. It involves modeling the dynamic system, formulating the necessary conditions, minimizing the Hamiltonian function, investigating singular cases, solving a two-point boundary value problem, and eliminating non-global optimal solutions. II. It then provides two example problems of time-optimal motion of a mass point with and without friction, defining the system dynamics, costs, and boundary conditions to be optimized. III. Finally, it discusses varying the control input strongly rather than weakly, showing this ensures a global rather than just local minimum of the Hamiltonian function is achieved.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    22 views5 pages

    Problem Solving Technique With Pontryagin: o o o o

    Uploaded by

    Mohammed Abd El Djalil DJEHAF
    I. The document describes a technique for solving optimal control problems using Pontryagin's maximum principle. It involves modeling the dynamic system, formulating the necessary conditions, minimizing the Hamiltonian function, investigating singular cases, solving a two-point boundary value problem, and eliminating non-global optimal solutions. II. It then provides two example problems of time-optimal motion of a mass point with and without friction, defining the system dynamics, costs, and boundary conditions to be optimized. III. Finally, it discusses varying the control input strongly rather than weakly, showing this ensures a global rather than just local minimum of the Hamiltonian function is achieved.

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    Problem Solving Technique with Pontryagin

    I Mathematical modeling of the dynamic system


    Initial state
    Final time and conditions for the final state
    Cost functional

    II Existence of an optimal control ?

    III Formulate all of the necessary conditions of Pontryagin


    for an optimal solution of the control problem

    IV Global minimization of the Hamiltonian function:


    uo (xo (t), λo0 , λo (t), t)

    V Investigate the potentially singular cases:


    a) λo0 = 0 ?
    b) H = H(u) for t ∈ (a, b) ?

    VI Solve the two-point-boundary-value problem


    for xo (·) and λo (·)

    VII Eliminate locally optimal solutions,


    which are not globally optimal.
    Problem 1: Time-optimal, friction-less, horizontal motion of a mass point
    x1 = position, x2 = velocity, u = acceleration, Ω = [−amax , +amax ].

    Find a piecewise continuous acceleration u : [0, tb ] → Ω, such that the dynamic


    system
          
    ẋ1 (t) 0 1 x1 (t) 0
    = + u(t)
    ẋ2 (t) 0 0 x2 (t) 1

    is transferred from the initial state


       
    x1 (0) s
    = a
    x2 (0) va

    to the final state


       
    x1 (tb ) s
    = b
    x2 (tb ) vb

    in minimal time, i.e., such that the cost criterion


     tb
    J(u) = tb = dt
    0

    is minimized.

    Remark: sa , va , sb , vb , and amax are fixed.


    Problem 2: Time-optimal, horizontal motion of a mass with viscous friction
    x1 = position, x2 = velocity, u = acceleration, Ω = [−amax , +amax ].

    Find u : [0, tb ] → Ω, such that


          
    ẋ1 (t) 0 1 x1 (t) 0
    = + u(t)
    ẋ2 (t) 0 −c x2 (t) 1
       
    x1 (0) s
    = a
    x2 (0) va
       
    x1 (tb ) s
    = b
    x2 (tb ) vb
     tb
    J(u) = tb = dt minimal.
    0

    Remark: sa , va , sb , vb , and amax are fixed.


    Chapter 2.2.1

    Strong Control Variation and Global Minimization


    of the Hamiltonian

    Varying u:
    So far: weak variation

    δu(·) ∈ L∞
    m (ta , tb )

     tb
    ∂H
    δJ = δu dt ≥ 0
    ta ∂u

    Local minimum of H at uo (t) ∈ Ω


    Chapter 2.2.1

    New: strong variation

    δu(·) ∈ L1m (ta , tb )

    ⎧
    ⎨0 for t < τ , τ ∈ (ta , tb )
    δu[u, τ, δτ ](t) = u − uo (t) for τ ≤ t < τ + δτ , u ∈ Ω
    ⎩
    0 for τ + δτ ≤ t ≤ tb

     
    o
    δJ = H(x (τ ), u, τ, λ o
    (τ ), λo0 ) − H(x (τ ), u (τ ), τ, λ
    o o o
    (τ ), λo0 ) δτ ≥ 0

    Global minimum of H at uo (t) ∈ Ω

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