Title
Switching Time and Parameter Optimization in Nonlinear Switched Systems with Multiple Time-Delays
Abstract
In this paper, we consider a dynamic optimization problem involving a general switched system that evolves by switching between several subsystems of nonlinear delay-differential equations. The optimization variables in this system consist of: (1) the times at which the subsystem switches occur; and (2) a set of system parameters that influence the subsystem dynamics. We first establish the existence of the partial derivatives of the system state with respect to both the switching times and the system parameters. Then, on the basis of this result, we show that the gradient of the cost function can be computed by solving the state system forward in time followed by a costate system backward in time. This gradient computation procedure can be combined with any gradient-based optimization method to determine the optimal switching times and parameters. We propose an effective optimization algorithm based on this idea. Finally, we consider three numerical examples, one involving the 1,3-propanediol fed-batch production process, to illustrate the effectiveness and applicability of the proposed algorithm.
Year
DOI
Venue
2014
10.1007/s10957-014-0533-7
Journal of Optimization Theory and Applications
Keywords
Field
DocType
switching times,switched system,49m07,65k10,49m37,nonlinear optimization,time-delay system
Switching time,Mathematical optimization,Nonlinear system,Control theory,Nonlinear programming,Partial derivative,Scheduling (production processes),Random optimization,Optimization problem,Mathematics,Computation
Journal
Volume
Issue
ISSN
163
3
1573-2878
Citations 
PageRank 
References 
1
0.37
12
Authors
3
Name
Order
Citations
PageRank
Chongyang Liu1174.02
R.C. Loxton213016.50
K. L. Teo31643211.47