运筹学学报 >
2023 , Vol. 27 >Issue 4: 81 - 105
DOI: https://doi.org/10.15960/j.cnki.issn.1007-6093.2023.04.005
最优控制问题的直接法综述
收稿日期: 2023-05-16
网络出版日期: 2023-12-07
基金资助
上海市科技创新行动计划基础研究领域项目(20JC1413900);国家自然科学基金面上项目(12271335)
A survey of direct methods for optimal control problems
Received date: 2023-05-16
Online published: 2023-12-07
最优控制是控制理论的一个重要分支, 其目标是确定一种控制策略, 在满足动态系统和约束条件的前提下, 最优化系统性能指标。最优控制在工程、经济学、金融学、机器人技术、航空航天等各个领域都有着广泛的应用。直接法是解决最优控制问题的一类常用方法, 该方法通过直接离散化控制和状态函数, 从而将连续的最优控制问题转化为有限维优化问题。当前, 直接法主要包括直接配点法和控制参数化方法。直接配点法利用特定函数形式同时近似状态和控制函数, 控制参数化方法则使用基函数的线性组合来近似控制函数, 从而使控制空间离散化。两种方法的目的均为将连续的最优控制问题转化为有限维的非线性规划问题, 进而选择合适的优化算法求解。得益于其灵活性和处理约束的能力, 近年来直接法成为实际应用中需要实时控制的重要方法。本文主要介绍直接法的相关成果与最新进展供读者参考, 并讨论直接法的研究趋势和潜在研究方向。
邵梦真, 余长君 . 最优控制问题的直接法综述[J]. 运筹学学报, 2023 , 27(4) : 81 -105 . DOI: 10.15960/j.cnki.issn.1007-6093.2023.04.005
Optimal control is an important branch of control theory, and its goal is to determine a control strategy that optimizes system performance indicators under the premise of satisfying dynamic systems and constraints. Optimal control has a wide range of applications in engineering, economics, finance, robotics, aerospace and other fields. The direct method is a common method to solve the optimal control problem. This method transforms the continuous optimal control problem into a finite-dimensional optimization problem by directly discretizing the control and state function. At present, the direct method mainly includes the direct collocation method and the control parameterization method. The direct collocation method uses a specific function form to approximate the state and control function at the same time; the control parameterization method uses a linear combination of basis functions to approximate the control function, thereby discretizing the control space. The purpose of the two methods is to transform the continuous optimal control problem into a finite-dimensional nonlinear programming problem, and then choose an appropriate optimization algorithm to solve it. Benefiting from its flexibility and ability to deal with constraints, the direct method has become the important method in recent years for practical applications requiring real-time control. Researchers and engineers continue to develop and improve direct methods to increase their efficiency and accuracy in solving complex optimal control problems. This article mainly introduces the relevant achievements and latest developments of the direct method for readers' reference, and discusses the research trends and potential research directions of the direct method.
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