文献类型：期刊文献

英文题名：AN ALTERNATIVE METHOD FOR THE OPTIMAL SWITCHING PROBLEM OF LINEAR QUADRATIC SWITCHED SYSTEM

作者：Xu, Wei[1];Feng, Zhiguo[2];Yiu, Ka Fai Cedric[3]

机构：[1]Nanjing Univ Informat Sci & Technol, Res Inst Risk Governance & Emergency Decis Making, Sch Management Sci & Engn, Nanjing, Peoples R China;[2]Guangdong Ocean Univ, Fac Math & Comp Sci, Zhanjiang, Guangdong, Peoples R China;[3]Hong Kong Polytech Univ, Dept Appl Math, Hong Kong, Peoples R China

年份：2023

卷号：19

期号：12

起止页码：8617

外文期刊名：JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION

收录：SCI-EXPANDED(收录号：WOS:000990308700001)、、EI(收录号：20240615500205)、Scopus(收录号：2-s2.0-85183914198)、WOS

基金：The first author is supported by the National Natural Science Foundation of China (No. 12101317) , the Natural Science Foundation of Jiangsu Province (No. BK20200819) , the Philosophy and Social Science Fund of Education Department of Jiangsu Province (No. 2020SJA0168) , The second author is supported by the grant of Guangdong Basic and Applied Basic Research Foundation (No. 2020A1515010463, 2023A1515010877) , and the program for scientific research start-up funds of Guangdong Ocean University. The third author is supported by RGC Grant PolyU 15223419, PolyU Grant 4-ZZPT and 1WZ0E.

语种：英文

外文关键词：Switched system; time-scaling transformation; lower bound analysis; branch and bound method; optimal switching

外文摘要：Optimal switching is a special class of optimal control problems for hybrid dynamic systems. In this paper, we consider the optimal switching problem of linear-quadratic switched systems. The aim is to design a suitable switching strategy with the constraint on the number of switchings so that the quadratical performance achieves the minimum value. This problem is difficult to be solved because of the tight coupling between the continuous switching time and the discrete switching sequence. In our method, we first divide this hybrid optimization problem into two subproblems. In each of them, only one type of variable is considered. Then, we develop a gradient-based method with the time-scaling transformation to process the optimal switching time problem and a branch and bound method based on a series of exact lower bounds to handle the optimal switching sequence problem, respectively. By solving these two subproblems alternatively, the optimal switching strategy satisfying the constraint on the number of switchings can be obtained. Numerical examples are given to demonstrate the efficiency of the proposed method.