DocumentCode :
3522463
Title :
When does relaxation reduce the minimum cost of an optimal control problem?
Author :
Palladino, M. ; Vinter, Richard B.
Author_Institution :
EEE Dept., Imperial Coll. of London, London, UK
fYear :
2013
fDate :
10-13 Dec. 2013
Firstpage :
526
Lastpage :
531
Abstract :
Relaxation is a regularization procedure used in optimal control, involving the replacement of velocity sets by their convex hulls, to ensure the existence of a minimizer. It can be an important step in the construction of sub-optimal controls for the original, unrelaxed, optimal control problem (which may not have a minimizer), based on obtaining a minimizer for the relaxed problem and approximating it. In some cases the infimum cost of the unrelaxed problem is strictly greater than the infimum cost over relaxed state trajectories; there is a need to identify such situations because then the above procedure fails. Following on from earlier work by Warga, we explore the relation between, on the one hand, non-coincidence of the minimum cost of the optimal control and its relaxation and, on the other, abnormality of necessary conditions (in the sense that they take a degenerate form in which the cost multiplier set to zero).
Keywords :
optimal control; convex hulls; optimal control problem; regularization procedure; relaxation; relaxed problem; unrelaxed problem; Differential equations; Educational institutions; Equations; Optimal control; Process control; Standards; Trajectory; Differential Inclusions; Necessary Conditions; Optimal Control;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control (CDC), 2013 IEEE 52nd Annual Conference on
Conference_Location :
Firenze
ISSN :
0743-1546
Print_ISBN :
978-1-4673-5714-2
Type :
conf
DOI :
10.1109/CDC.2013.6759935
Filename :
6759935
Link To Document :
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