Simultaneous optimization of continuous control inputs and discrete state waypoints

Authors:
Jun-ichi Imura;Hiromichi Matsushima
Affiliations:
Tokyo Institute of Technology, Tokyo, Japan;Tokyo Institute of Technology, Tokyo, Japan
Venue:
HSCC'06 Proceedings of the 9th international conference on Hybrid Systems: computation and control
Year:
2006

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Abstract

This paper addresses the receding horizon control problem of continuous-time linear systems with respect to continuous control inputs and discrete state waypoints under discrete-dynamical constraints. First, a generalized version of our previous method is described, where a discretization technique is applied only for the constrained state variables. Next, it is proven that the problem is reduced to the finite-time optimal control problem of a certain discrete-time linear system with discrete-valued inputs. Finally, a new efficient algorithm for solving this optimization problem is proposed. Several numerical simulations show that this solver is much faster than the CPLEX solver.