• 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