具有终态依赖有限维下层问题的双层最优控制

Bilevel Optimal Control With Final-State-Dependent Finite-Dimensional Lower Level

SIAM Journal on Optimization · 2016
被引 21
ABS 3

中文导读

研究一类特殊的双层最优控制问题,其中上层是带控制和终端约束的常微分方程最优控制,下层是依赖于上层终态的有限维参数优化问题,利用非光滑分析和Banach空间优化推导了线性化庞特里亚金型必要条件。

Abstract

In this paper we discuss special bilevel optimal control problems where the upper level problem is an optimal control problem of ODEs with control and terminal constraints and the lower level problem is a finite-dimensional parametric optimization problem where the parameter is the final state of the state variable of the upper level. We tackle this problem using tools from nonsmooth analysis, optimization in Banach spaces, and bilevel programming to derive necessary optimality conditions of linearized Pontryagin-type.

最优控制双层优化数学优化参数规划