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Exact solutions to robust control problems involving scalar hyperbolic conservation laws using Mixed Integer Linear Programming

机译:使用混合整数线性规划对涉及标量双曲守恒律的鲁棒控制问题的精确解

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This article presents a new robust control framework for transportation problems in which the state is modeled by a first order scalar conservation law. Using an equivalent formulation based on a Hamilton-Jacobi equation, we pose the problem of controlling the state of the system on a network link, using boundary flow control, as a Linear Program. Unlike many previously investigated transportation control schemes, this method yields a globally optimal solution and is capable of handling shocks (i.e. discontinuities in the state of the system). We also demonstrate that the same framework can handle robust control problems, in which the uncontrollable components of the initial and boundary conditions are encoded in intervals on the right hand side of inequalities in the linear program. The lower bound of the interval which defines the smallest feasible solution set is used to solve the robust LP (or MILP if the objective function depends on boolean variables). Since this framework leverages the intrinsic properties of the Hamilton-Jacobi equation used to model the state of the system, it is extremely fast. Several examples are given to demonstrate the performance of the robust control solution and the trade-off between the robustness and the optimality.
机译:本文提出了一种新的针对运输问题的鲁棒控制框架,该框架通过一阶标量守恒定律对状态进行建模。使用基于Hamilton-Jacobi方程的等效公式,我们提出了使用边界流控制作为线性程序来控制网络链路上系统状态的问题。与许多以前研究过的运输控制方案不同,此方法可产生全局最佳解决方案,并且能够处理冲击(即系统状态的不连续性)。我们还证明了相同的框架可以处理鲁棒的控制问题,其中初始条件和边界条件的不可控制部分在线性程序中不等式的右侧以一定间隔进行编码。定义最小可行解集的区间下限用于求解鲁棒LP(如果目标函数取决于布尔变量,则为MILP)。由于此框架利用了用于对系统状态进行建模的Hamilton-Jacobi方程的内在属性,因此它的速度非常快。给出了几个例子来说明鲁棒控制解决方案的性能以及鲁棒性和最优性之间的权衡。

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