Preface |
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xi | |
Acknowledgments |
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xvii | |
Symbols and Acronyms |
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xix | |
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1 | (92) |
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3 | (16) |
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1.1 Optimization Problems |
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3 | (3) |
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6 | (3) |
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1.3 Optimality Conditions |
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9 | (1) |
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1.4 Lagrange Duality Theory |
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10 | (3) |
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1.5 Complementary Slackness |
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13 | (1) |
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1.6 Karush-Kuhn-Tucker Conditions |
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14 | (5) |
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2 Linear and Quadratic Optimization |
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19 | (14) |
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2.1 Polyhedra and Polytopes |
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19 | (1) |
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20 | (7) |
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2.3 Quadratic Programming |
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27 | (3) |
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2.4 Mixed-Integer Optimization |
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30 | (3) |
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3 Numerical Methods for Optimization |
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33 | (38) |
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33 | (2) |
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3.2 Unconstrained Optimization |
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35 | (12) |
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3.3 Constrained Optimization |
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47 | (24) |
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4 Polyhedra and P-Collections |
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71 | (22) |
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4.1 General Set Definitions and Operations |
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71 | (2) |
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4.2 Polyhedra and Representations |
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73 | (3) |
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76 | (2) |
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4.4 Basic Operations on Polytopes |
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78 | (10) |
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4.5 Operations on P-Collections |
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88 | (5) |
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II Multiparametric Programming |
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93 | (52) |
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5 Multiparametric Nonlinear Programming |
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95 | (12) |
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5.1 Introduction to Multiparametric Programs |
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95 | (3) |
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5.2 General Results for Multiparametric Nonlinear Programs |
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98 | (9) |
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6 Multiparametric Programming: A Geometric Approach |
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107 | (38) |
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6.1 Multiparametric Programs with Linear Constraints |
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107 | (3) |
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6.2 Multiparametric Linear Programming |
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110 | (15) |
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6.3 Multiparametric Quadratic Programming |
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125 | (11) |
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6.4 Multiparametric Mixed-Integer Linear Programming |
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136 | (4) |
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6.5 Multiparametric Mixed-Integer Quadratic Programming |
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140 | (2) |
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142 | (3) |
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145 | (36) |
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7 General Formulation and Discussion |
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147 | (16) |
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147 | (2) |
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7.2 Solution via Batch Approach |
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149 | (1) |
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7.3 Solution via Recursive Approach |
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150 | (2) |
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7.4 Optimal Control Problem with Infinite Horizon |
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152 | (4) |
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156 | (7) |
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8 Linear Quadratic Optimal Control |
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163 | (8) |
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163 | (1) |
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8.2 Solution via Batch Approach |
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164 | (1) |
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8.3 Solution via Recursive Approach |
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165 | (1) |
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8.4 Comparison of the Two Approaches |
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166 | (2) |
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8.5 Infinite Horizon Problem |
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168 | (3) |
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9 Linear 1/∞ Norm Optimal Control |
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171 | (10) |
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171 | (1) |
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9.2 Solution via Batch Approach |
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172 | (3) |
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9.3 Solution via Recursive Approach |
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175 | (2) |
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9.4 Comparison of the two Approaches |
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177 | (1) |
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9.5 Infinite Horizon Problem |
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178 | (3) |
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IV Constrained Optimal Control of Linear Systems |
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181 | (166) |
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10 Controllability, Reachability and Invariance |
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183 | (28) |
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10.1 Controllable and Reachable Sets |
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183 | (7) |
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190 | (5) |
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10.3 Robust Controllable and Reachable Sets |
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195 | (9) |
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10.4 Robust Invariant Sets |
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204 | (7) |
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11 Constrained Optimal Control |
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211 | (32) |
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211 | (2) |
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213 | (5) |
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11.3 2-Norm Case Solution |
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218 | (11) |
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11.4 1-Norm and ∞-Norm Case Solution |
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229 | (10) |
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11.5 State Feedback Solution, Minimum-Time Control |
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239 | (2) |
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11.6 Comparison of the Design Approaches and Controllers |
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241 | (2) |
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12 Receding Horizon Control |
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243 | (34) |
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243 | (1) |
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244 | (7) |
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251 | (6) |
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12.4 State Feedback Solution of RHC, 2-Norm Case |
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257 | (3) |
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12.5 State Feedback Solution of RHC, 1-Norm, ∞-Norm Case |
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260 | (2) |
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12.6 Tuning and Practical Use |
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262 | (4) |
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12.7 Offset-Free Reference Tracking |
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266 | (8) |
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274 | (3) |
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13 Approximate Receding Horizon Control |
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277 | (24) |
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13.1 Stability of Approximate Receding Horizon Control |
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278 | (2) |
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13.2 Barycentric Interpolation |
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280 | (5) |
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13.3 Partitioning and Interpolation Methods |
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285 | (16) |
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14 On-Line Control Computation |
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301 | (16) |
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14.1 Storage and On-Line Evaluation of the PWA Control Law |
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301 | (11) |
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14.2 Gradient Projection Methods Applied to MPC |
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312 | (3) |
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14.3 Interior Point Method Applied to MPC |
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315 | (2) |
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15 Constrained Robust Optimal Control |
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317 | (30) |
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317 | (7) |
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324 | (6) |
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15.3 State Feedback Solution, Nominal Cost |
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330 | (1) |
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15.4 State Feedback Solution, Worst-Case Cost, 1-Norm and ∞-Norm Case |
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331 | (5) |
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15.5 Parametrizations of the Control Policies |
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336 | (6) |
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342 | (1) |
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15.7 Robust Receding Horizon Control |
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343 | (2) |
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345 | (2) |
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V Constrained Optimal Control of Hybrid Systems |
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347 | (58) |
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16 Models of Hybrid Systems |
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349 | (26) |
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16.1 Models of Hybrid Systems |
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349 | (1) |
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16.2 Piecewise Affine Systems |
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350 | (6) |
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16.3 Discrete Hybrid Automata |
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356 | (5) |
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16.4 Logic and Mixed-Integer Inequalities |
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361 | (2) |
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16.5 Mixed Logical Dynamical Systems |
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363 | (2) |
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365 | (1) |
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16.7 The HYSDEL Modeling Language |
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365 | (3) |
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368 | (7) |
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17 Optimal Control of Hybrid Systems |
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375 | (30) |
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375 | (2) |
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17.2 Properties of the State Feedback Solution, 2-Norm Case |
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377 | (7) |
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17.3 Properties of the State Feedback Solution, 1-Norm, ∞-Norm Case |
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384 | (1) |
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17.4 Computation of the Optimal Control Input via Mixed Integer Programming |
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384 | (5) |
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17.5 State Feedback Solution via Batch Approach |
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389 | (1) |
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17.6 State Feedback Solution via Recursive Approach |
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390 | (9) |
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17.7 Discontinuous PWA Systems |
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399 | (1) |
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17.8 Receding Horizon Control |
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400 | (5) |
References |
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405 | (16) |
Index |
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421 | |