Title :
An adjoint method for second-order switching time optimization
Author :
Caldwell, T.M. ; Murphey, T.D.
Author_Institution :
Dept. of Mech. Eng., Northwestern Univ., Evanston, IL, USA
Abstract :
Switched systems evolve over a sequence of continuous modes of operation, transitioning between modes in a discrete manner. Assuming a mode sequence is known, the evolution of a switched system is dictated by the set of times for which the modes transition. This paper presents second-order optimization of these switching times and compares its convergence with first-order switching time optimization. We emphasize the importance of the second-order method because it exhibits quadratic convergence and because even for relatively simple examples, first-order methods fail to converge on time scales compatible with real-time operation.
Keywords :
convergence; discrete systems; optimal control; quadratic programming; continuous mode sequence; quadratic convergence; second-order switching time optimization; Convergence; Differential equations; Integral equations; Newton method; Optimization; Switched systems; Switches;
Conference_Titel :
Decision and Control (CDC), 2010 49th IEEE Conference on
Conference_Location :
Atlanta, GA
Print_ISBN :
978-1-4244-7745-6
DOI :
10.1109/CDC.2010.5717354