Optimal control of switched systems and its parallel optimization algorithm

摘要

In this paper, a class of optimal switching control problems is considered in which the mode sequence of active subsystems and the number of mode switchings are not pre-specified, and both the switching sequence and the control inputs are to be chosen such that the cost functional is minimized. For solving this problem, we discuss the necessary conditions for optimality and the construction method for suboptimal solutions, and develop a few sufficient conditions of judgment on the optimal or suboptimal solutions of the switched system. According to the sufficient conditions, a parallel computational algorithm is constructed to find optimal or suboptimal solutions. For illustration, two examples are solved using the proposed algorithm.