A new algorithm for constrained finite time optimal control of hybrid systems with a linear performance index

In this paper we present a modification of the algorithm described in [1, 2] for computing the solution to the constrained finite time optimal control problem for discrete time linear hybrid systems. As opposed to the quadratic performance index used in the original algorithm here we use a linear performance index. The algorithm combines a dynamic programming strategy with a multi-parametric linear program solver. By comparison with literature results it is shown that the algorithm presented here solves the considered class of problems in a computationally efficient way.