Constrained optimization via sliding modes in dynamic linear systems

This paper deals with the problem of constrained optimization in dynamic linear time-invariant (LTI) systems. The problem consists in designing a control signal capable of generating a system state evolution confined to a specified feasible region, as well as of steering the state trajectory to an equilibrium point where a prespecified cost function, depending on the system state, results in being minimized. The finite time convergence to a vicinity of ε-order of the optimal equilibrium point is proved in the paper.