Complementarity Systems in Constrained Steady-State Optimal Control

Authors:
A. Jokic;M. Lazar;P. P. Bosch
Affiliations:
Dept. of Electrical Eng., Eindhoven Univ. of Technology, Eindhoven, The Netherlands 5600 MB;Dept. of Electrical Eng., Eindhoven Univ. of Technology, Eindhoven, The Netherlands 5600 MB;Dept. of Electrical Eng., Eindhoven Univ. of Technology, Eindhoven, The Netherlands 5600 MB
Venue:
HSCC '08 Proceedings of the 11th international workshop on Hybrid Systems: Computation and Control
Year:
2008

Citing 4
Cited 0

Linear complementarity systems

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Convex Optimization

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Lyapunov Stability of Complementarity and Extended Systems

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Projected dynamical systems in a complementarity formalism

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Abstract

This paper presents a solution to the problem of regulating a general nonlinear dynamical system to a time-varying economically optimal operating point. The system is characterized by a set of exogenous inputs as an abstraction of time-varying loads and disturbances. The economically optimal operating point is implicitly defined as a solution to a given constrained convex optimization problem, which is related to steady-state operation. The system outputs and the exogenous inputs represent respectively the decision variables and the parameters in the optimization problem. Complementarity systems are employed as building blocks to construct a dynamic controller that solves the considered regulation problem. The complementarity solution arises naturally via a dynamic extension of the Karush-Kuhn-Tucker optimality conditions for the steady-state related optimization problem.