Lossless convexification of a class of non-convex optimal control problems for linear systems | IEEE Conference Publication | IEEE Xplore

Lossless convexification of a class of non-convex optimal control problems for linear systems


Abstract:

We consider a class of finite time horizon optimal control problems for continuous time linear systems with a convex cost, convex state constraints and non-convex control...Show More

Abstract:

We consider a class of finite time horizon optimal control problems for continuous time linear systems with a convex cost, convex state constraints and non-convex control constraints. We propose a convex relaxation of the non-convex control constraints, and prove that the optimal solution of the relaxed problem is also an optimal solution for the original problem. This lossless convexification approach enables the use of interior point methods of convex optimization to obtain globally optimal solutions of the original non-convex optimal control problem. We demonstrate this solution approach with a number of planetary soft landing problems.
Date of Conference: 30 June 2010 - 02 July 2010
Date Added to IEEE Xplore: 29 July 2010
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Conference Location: Baltimore, MD, USA

References

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