A discrete filled function method for the optimal control of switched systems in discrete time

摘要

In this paper, we consider the optimal control problem of discrete-time switched systems. This problem is formulated as an optimization problem involving both continuous and discrete-valued variables. It can be transformed into a discrete optimization problem. A metric in the space of switching sequences is introduced and an appropriate discrete filled function is constructed. Then, an algorithm that combines the discrete filled function method and a descent method is developed for solving this problem. For illustration, some numerical examples are solved.