文献类型：期刊文献

英文题名：OPTIMAL SWITCHING SIGNAL DESIGN WITH A COST ON SWITCHING ACTION

作者：Xu, Wei[1];Yu, Liying[1];Lin, Gui-Hua[1];Feng, Zhi Guo[2,3]

机构：[1]Shanghai Univ, Sch Management, Shanghai, Peoples R China;[2]Guangdong Ocean Univ, Fac Math & Comp Sci, Zhanjiang, Guangdong, Peoples R China;[3]Chongqing Normal Univ, Coll Math Sci, Chongqing, Peoples R China

年份：2020

卷号：16

期号：5

起止页码：2531

外文期刊名：JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION

收录：SCI-EXPANDED(收录号：WOS:000558623000026)、、EI(收录号：20203709152433)、Scopus(收录号：2-s2.0-85090289327)、WOS

基金：This work is supported by National Natural Science Foundation of China (Nos. 71831008, 11671250, 11431004, 61673078); Humanity and Social Science Foundation of Ministry of Education of China (No. 15YJA630034); the program for scientific research start-up funds of Guangdong Ocean University; the grant of Chongqing Science and Technology Commission (No. cstc2017jcyjAX0161); the grant of Chongqing Normal University (No. 17XLB010).

语种：英文

外文关键词：Global optimal solution; optimal switching problem; switching cost; branch and bound

外文摘要：In this paper, we consider a particular class of optimal switching problem for the linear-quadratic switched system in discrete time, where an optimal switching sequence is designed to minimize the quadratic performance index of the system with a switching cost. This is a challenging issue and studied only by few papers. First, we introduce a total variation function with respect to the switching sequence to measure the volatile switching action. In order to restrain the switching magnitude, it is added to the cost functional as a penalty. Then, the particular optimal switching problem is formulated. With the positive semi-definiteness of matrices, we construct a series of exact lower bounds of the cost functional at each time and the branch and bound method is applied to search all global optimal solutions. For the comparison between different global optimization methods, some numerical examples are given to show the efficiency of our proposed method.