A multi-objective dynamic programming approach to constrained discrete-time optimal control

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This work presents a multi-objective differential dynamic programming approach to constrained discrete-time optimal control. In the backward sweep of the dynamic programming in the quadratic sub problem, the sub problem input at a stage or time step is solved for in terms of the sub problem state entering that stage so as to minimize the summed immediate and future cost subject to minimizing the summed immediate and future constraint violations, for all such entering states. The method differs from previous dynamic programming methods, which used penalty methods, in that the constraints of the sub problem, which may include terminal constraints ... continued below

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21 p.

Creation Information

Driessen, B.J. & Kwok, K.S. September 1, 1997.

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This article is part of the collection entitled: Office of Scientific & Technical Information Technical Reports and was provided by UNT Libraries Government Documents Department to Digital Library, a digital repository hosted by the UNT Libraries. More information about this article can be viewed below.

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  • Sandia National Laboratories
    Publisher Info: Sandia National Labs., Albuquerque, NM (United States)
    Place of Publication: Albuquerque, New Mexico

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Description

This work presents a multi-objective differential dynamic programming approach to constrained discrete-time optimal control. In the backward sweep of the dynamic programming in the quadratic sub problem, the sub problem input at a stage or time step is solved for in terms of the sub problem state entering that stage so as to minimize the summed immediate and future cost subject to minimizing the summed immediate and future constraint violations, for all such entering states. The method differs from previous dynamic programming methods, which used penalty methods, in that the constraints of the sub problem, which may include terminal constraints and path constraints, are solved exactly if they are solvable; otherwise, their total violation is minimized. Again, the resulting solution of the sub problem is an input history that minimizes the quadratic cost function subject to being a minimizer of the total constraint violation. The expected quadratic convergence of the proposed algorithm is demonstrated on a numerical example.

Physical Description

21 p.

Notes

OSTI as DE98000181

Source

  • 1998 American controls conference, Philadelphia, PA (United States), 24-26 Jun 1998

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  • Other: DE98000181
  • Report No.: SAND--97-2147C
  • Report No.: CONF-980623--
  • Grant Number: AC04-94AL85000
  • Office of Scientific & Technical Information Report Number: 654204
  • Archival Resource Key: ark:/67531/metadc710373

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  • September 1, 1997

Added to The UNT Digital Library

  • Sept. 12, 2015, 6:31 a.m.

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  • May 5, 2016, 7:38 p.m.

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Driessen, B.J. & Kwok, K.S. A multi-objective dynamic programming approach to constrained discrete-time optimal control, article, September 1, 1997; Albuquerque, New Mexico. (digital.library.unt.edu/ark:/67531/metadc710373/: accessed August 20, 2017), University of North Texas Libraries, Digital Library, digital.library.unt.edu; crediting UNT Libraries Government Documents Department.