A limited-memory BFGS-based differential evolution algorithm for optimal control of nonlinear systems with mixed control variables and probability constraints

In this paper, we consider an optimal control problem of nonlinear systems with mixed control variables and probability constraints. To obtain a numerical solution of this optimal control problem, our target is to formulate this problem as a constrained nonlinear parameter optimization problem (CNPO...

Celý popis

Uloženo v:
Podrobná bibliografie
Vydáno v:Numerical algorithms Ročník 93; číslo 2; s. 493 - 542
Hlavní autoři: Wu, Xiang, Zhang, Kanjian
Médium: Journal Article
Jazyk:angličtina
Vydáno: New York Springer US 01.06.2023
Springer Nature B.V
Témata:
Adaptive algorithms
Adaptive sampling
Algebra
Algorithms
Approximation
Chemotherapy
Computer Science
Constraints
Control systems
Convergence
Dynamic programming
Evolutionary algorithms
Evolutionary computation
Methods
Nonlinear control
Nonlinear systems
Numeric Computing
Numerical Analysis
Optimal control
Optimization
Original Paper
Parameterization
Parameters
Partial differential equations
Robustness (mathematics)
Theory of Computation
Variables
Differential evolution algorithm
Nonlinear systems
Optimal control
Probability constraints
Mixed control variables
Limited memory BFGS method
ISSN:1017-1398, 1572-9265
On-line přístup:Získat plný text
Tagy: Přidat tag
Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!
Popis
Shrnutí:In this paper, we consider an optimal control problem of nonlinear systems with mixed control variables and probability constraints. To obtain a numerical solution of this optimal control problem, our target is to formulate this problem as a constrained nonlinear parameter optimization problem (CNPOP), which can be solved by using any gradient-based numerical computation method. Firstly, some binary functions are introduced for each value of the discrete-valued control variable (DCV). Following that, we relax these binary functions and impose a penalty term on the relaxation such that the solution of the resulting relaxed problem (RP) can converge to the solution of the original problem as the penalty parameter increases. Secondly, we introduce a simple initial transformation for the probability constraints. Following that, an adaptive sample approximation method (ASAM) and a novel smooth approximation technique (NSAT) are adopted to formulate the probability constraints as some deterministic constraints. Thirdly, a control parameterization approach (CPA) is used to transform the deterministic problem (i.e., an infinite dimensional problem) into a finite dimensional CNPOP. Fourthly, in order to combine the advantages of limited memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) algorithms and differential evolution (DE) algorithms, a L-BFGS-based DE (L-BFGS-DE) algorithm is proposed for solving the resulting approximation problem based on an improvied L-BFGS (IL-BFGS) method and an improved DE (IDE) algorithm. Following that, we establish the convergence result of the L-BFGS-DE algorithm. The L-BFGS-DE algorithm consists of two stages. The objectives of the first and second stages are to obtain a probable position of the global solution and to accelerate the convergence rate, respectively. In the IL-BFGS method, we propose a novel updating rule (NUR), which uses not only the gradient information of the objective function but also the value of the objective function. This will improved the performance of the IL-BFGS method. In the IDE algorithm, a novel adaptive parameter adjustment (NAPA) method, a novel population size decrease (NPSD) strategy, and an improved mutation (IM) scheme are proposed to improve its performance. Finally, an anti-cancer drug therapy problem (ADTP) is further extended to illustrate the effectiveness of the L-BFGS-DE algorithm by taking into account some probability constraints. Numerical results show that the L-BFGS-DE algorithm has good performance and can obtain a stable and robust performance when considering the small noise perturbations in initial state.
Bibliografie:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ISSN:1017-1398
1572-9265
DOI:10.1007/s11075-022-01425-5