17th International Symposium on
Mathematical Theory of Networks and Systems
Kyoto International Conference Hall, Kyoto, Japan, July 24-28, 2006

MTNS 2006 Paper Abstract

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Paper ThP07.1

Caines, Peter E. (McGill Univ.), Shaikh, M. Shahid (FAST-National Univ.)

Convergence Analysis of Hybrid Minimum Principle (HMP) Optimal Control Algorithms

Scheduled for presentation during the Regular Session "Hybrid Systems II" (ThP07), Thursday, July 27, 2006, 15:20−15:45, Room H

17th International Symposium on Mathematical Theory of Networks and Systems, July 24-28, 2006, Kyoto, Japan

This information is tentative and subject to change. Compiled on May 19, 2024

Keywords Control of hybrid systems, Optimal control

Abstract

A general Hybrid Minimum Principle (HMP) for hybrid optimal control problems (HOCPs) was given in [Shaikh & Caines, 2005]. In this paper the HMP necessary conditions are used as a basis for the class of efficient computational methods called Hybrid Minimum Principle (HMP) algorithms. A proof of convergence of these algorithms is given using penalty function methods and Ekeland's variational principle.