B. Passenberg, M. Leibold, O. Stursberg, and M. Buss, “A Globally Convergent, Locally Optimal Min-H Algorithm for Hybrid Optimal Control,” SIAM Journal on Control and Optimization, vol. 52, no. 1, pp. 718–746, 2014.



Existing algorithms for the indirect solution of hybrid optimal control problems suffer from several deficiencies: Min-H algorithms are not applicable to hybrid systems and are not globally convergent. Indirect multiple shooting and indirect collocation are difficult to initialize and have a small domain of convergence. Contrary to these existing algorithms, a novel min-H algorithm is introduced here, which is initialized intuitively and converges globally to a locally optimal solution. The algorithm solves hybrid optimal control problems with autonomous switching, a fixed sequence of discrete states, and unspecified switching times. Furthermore, the convergence of the proposed algorithm is at least quadratic near the optimum, and solutions are found with high accuracy. A numerical example shows the efficiency of the novel min-H algorithm.



 AUTHOR={B. Passenberg and M. Leibold and O. Stursberg and M. Buss},
 TITLE={{A Globally Convergent, Locally Optimal Min-H Algorithm for Hybrid Optimal Control}},
 JOURNAL={SIAM Journal on Control and Optimization},
 COMMENT={noch nicht gemeldet, ISSN: , ? Normseiten}}