Optimal Control of PWA Systems by Exploiting Problem Structure
Authors: | Baric Miroslav, Swiss Federal Institute Of Technology, Switzerland Grieder Pascal, Swiss Federal Institute Of Technology, Switzerland Baotic Mato, Swiss Federal Institute Of Technology, Switzerland Morari Manfred, Swiss Federal Institute Of Technology, Switzerland |
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Topic: | 2.4 Optimal Control |
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Session: | Control Applications of Optimization |
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Keywords: | optimal control, dynamic programming, piecewise linear controllers |
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Abstract
We present a novel algorithm for the computation of explicit optimal control laws for piecewise affine (PWA) systems with linear performance indices. The algorithm is based on dynamic programming (DP) and represents an extension of ideas initially proposed in ~\\cite{KM02b,BCM03}. Specifically, we show how to exploit the underlying geometric structure of the optimization problem in order to significantly improve the efficiency of the off-line computations. An extensive case study is provided, which clearly indicates that the algorithm proposed in this paper is preferable to other schemes published in the literature.