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Tracking of stabilizing, optimal control in fixed-time based on time-varying objective function

2021/10/11 by Schmidt, Patrick, Göhrt, Thomas, Streif, Stefan
#FOS: Electrical engineering #FOS: Mathematics #Optimization and Control (math.OC) #Systems and Control (eess.SY) #electronic engineering #information engineering

paper · doi:10.48550/arxiv.2110.05203

Abstract

The controller of an input-affine system is determined through minimizing a time-varying objective function, where stabilization is ensured via a Lyapunov function decay condition as constraint. This constraint is incorporated into the objective function via a barrier function. The time-varying minimum of the resulting relaxed cost function is determined by a tracking system. This system is constructed using derivatives up to second order of the relaxed cost function and improves the existing approaches in time-varying optimization. Under some mild assumptions, the tracking system yields a solution which is feasible for all times, and it converges to the optimal solution of the relaxed objective function in a user-defined fixed-time. The effectiveness of these results in comparison to exponential convergence is demonstrated in a case study.

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