Slack variable-based control variable parameterization method for constrained engineering optimization

In this paper, a slack variable-based control variable parameterization (CVP) method is proposed for solving engineering dynamic optimization problems with inequality path constraints. An improved slack variable transform technique is introduced so that the original problem is converted into an unco...

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Vydané v:	2017 Chinese Automation Congress (CAC) s. 6800 - 6805
Hlavní autori:	Ping Liu, Guodong Li
Médium:	Konferenčný príspevok..
Jazyk:	English
Vydavateľské údaje:	IEEE 01.10.2017
Predmet:	Differential equations dynamic optimization Dynamic programming inequality path constraints Mathematical model Optimization Performance analysis slack variable method Transforms
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Popis
Shrnutí:	In this paper, a slack variable-based control variable parameterization (CVP) method is proposed for solving engineering dynamic optimization problems with inequality path constraints. An improved slack variable transform technique is introduced so that the original problem is converted into an unconstrained dynamic optimization problem (uDOP). No approximation error generated and the inequality path constraints are satisfied during the whole time intervals. A nonlinear programming (NLP) problem, which approximates the original dynamic optimization problem, is obtained by applying the control variable parameterization. The variational method is derived to calculate the gradients so that the transformed NLP problem can be easily solved. Test results show that the proposed method performs better than the penalty method in terms of computation accuracy and computation time.
DOI:	10.1109/CAC.2017.8244002