Deterministic Global Optimization for Nonlinear Optimal Control Problems

• Project/Area Number: 26630194
• Research Category: Grant-in-Aid for Challenging Exploratory Research
• Allocation Type: Multi-year Fund
• Research Field: Control engineering/System engineering
• Research Institution: The University of Tokyo
• Principal Investigator: Tsuchiya Takeshi 東京大学, 大学院工学系研究科(工学部), 教授 (50358462)
• Project Period (FY): 2014-04-01 – 2018-03-31
• Project Status: Completed (Fiscal Year 2017)
• Budget Amount: ¥3,900,000 (Direct Cost: ¥3,000,000、Indirect Cost: ¥900,000); Fiscal Year 2016: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000); Fiscal Year 2015: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000); Fiscal Year 2014: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
• Keywords: 最適制御 / 大域的最適化

Outline of Final Research Achievements

A new deterministic global optimization method for solving nonlinear optimal control problems in which the constraint conditions of differential equations and the performance index are expressed as nonliear functions is proposed . The nonlinear optimal control problem is transformed into a relaxed optimal control problem with linear constraint conditions of differential equations, a linear performance index, and a matrix inequality condition with semidefinite programming relaxation.