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Brief paper: Optimal control problems with multiple characteristic time points in the objective and constraints

Ryan Loxton, +2 more
- 01 Nov 2008 - 
- Vol. 44, Iss: 11, pp 2923-2929
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TLDR
This paper develops a computational method for a class of optimal control problems where the objective and constraint functionals depend on two or more discrete time points that is approximated by a sequence of approximate optimal parameter selection problems.
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This article is published in Automatica.The article was published on 2008-11-01 and is currently open access. It has received 109 citations till now. The article focuses on the topics: Gradient method & Optimal control.

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Citations
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Journal ArticleDOI

The control parameterization method for nonlinear optimal control: a survey

TL;DR: The control parameterization method is a popular numerical technique for solving optimal control problems as mentioned in this paper, which discretizes the control space by approximating the control function by a linear combination of basis functions.
Journal ArticleDOI

Brief paper: Optimal control problems with a continuous inequality constraint on the state and the control

TL;DR: This work considers an optimal control problem with a nonlinear continuous inequality constraint and proposes an algorithm that computes a sequence of suboptimal controls for the original problem that converges to the minimum cost.
Journal ArticleDOI

Distributed optimal control for multi-agent trajectory optimization

TL;DR: This paper presents a novel optimal control problem that is applicable to multiscale dynamical systems comprised of numerous interacting agents that is derived analytically and demonstrated numerically through a multi-agent trajectory optimization problem.
Journal ArticleDOI

Lossless convexification of control constraints for a class of nonlinear optimal control problems

TL;DR: A convex relaxation of the nonconvex control constraints is proposed, and it is proved that the optimal solution to the relaxed problem is the globally optimal Solution to the original problem with nonconvergence constraints.
Journal ArticleDOI

Control parameterization for optimal control problems with continuous inequality constraints: New convergence results

TL;DR: In this article, the authors consider the control parameterization method for a class of optimal control problems in which the admissible controls are functions of bounded variation and the state and control are subject to continuous inequality constraints.
References
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Book

Numerical Optimization

TL;DR: Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization, responding to the growing interest in optimization in engineering, science, and business by focusing on the methods that are best suited to practical problems.
Journal ArticleDOI

NLPQL: A fortran subroutine solving constrained nonlinear programming problems

TL;DR: The organization of NLPQL is discussed, including the formulation of the subproblem and the information that must be provided by a user, and the performance of different algorithmic options is compared with that of some other available codes.
Journal ArticleDOI

Optimal control drug scheduling of cancer chemotherapy

TL;DR: This optimal control model of cancer chemotherapy constructs drug schedules that most effectively reduce the size of a tumour after a fixed period of treatment has elapsed using an established numerical solution technique known as control parametrization.
Book

Optimal Control of Drug Administration in Cancer Chemotherapy

Rory Martin, +1 more
TL;DR: Basic concepts optimal control - theory and applications multiple characteristic time (MCT) constraints minimize the final tumour size parameter uncertainty forced decrease of tumours size drug resistance I drug resistance II.
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Frequently Asked Questions (13)
Q1. what is the objective and constraint functionals gi?

the objective and constraint functionals gi, i = 0, . . . , N , for Problems (P1) and (P2) collectively becomeGi(σ, θ) = Φi (y(ζ1|σ, θ), . . . ,y(ζm|σ, θ))+∫ 10vp(s)L̃i (y(s|σ, θ),σ) ds, (12)where L̃i is obtained from Li in the same manner as f̃ is obtained from f . 

Given the system (1) and the initial condition (2), find a combined element (u, τ ) ∈ G such that the cost functional (4), with the left hand side replaced by g0(u, τ ), is minimized over G.To solve Problem (P1) or (P2) numerically, the authors apply the classical control parametrization scheme. 

Given the system (10) and the initial condition (11), find a combined element (σ, θ) ∈ Υsuch that the cost function G0(σ, θ) is minimized over Υ subject toκi ∑l=1θl p = τi, i = 1, . . . ,m+ 1.Problem (P2(p)). 

The authors choose n+1 fixed time points {ti} n i=0, where t0 = 0 and tn = T , and approximate the drug delivery rate by a constant σi on the interval [ti−1, ti), i = 1, . . . , n. 

Research supported by the National Natural Science Foundation of China under Grant 60704003 and a grant from the Australian Research Council. 

Then the characteristic times can be recovered from (8) byτi = t(ζi) =κi ∑l=1θl p , i = 1, . . . ,m+ 1. (9)Finally, applying the transformation to the dynamics (1) yieldsẏ(s) = vp(s)̃f (y(s),σ), (10)with the initial conditiony(0) = x0, (11)wherey(s) = x(t(s)) and f̃ (y(s),σ) = f (x(t(s)), ũp(s)). 

Control parametrization and a time scaling transformation were applied to approximate this type of optimal control problem by a sequence of optimal parameter selection problems. 

The problem of choosing values for these unknown parameters in such a way that the solution of the dynamic model will best fit experimental data at a set of sample points can be formulated as an optimal parameter selection problem with the objective function depending on many characteristic times. 

it has two important advantages over the existing scheme: the complexities involved in dealing with a discontinuous costate system are avoided; and, more importantly, no interpolation of the state is necessary if a variable step size integration method is used to solve the relevant differential equations. 

This technique has recently been applied to the study of crystallization processes; see Livk, Pohar & Ilievski (1999) and Li, Livk & Ilievski (2001), for example. 

Martin & Teo (1994) and Martin (1992) solved the fixed multiple characteristic time optimal control problem numerically using the classical control parametrization scheme (see Teo, Goh & Wong (1991)). 

Each of these optimal parameter selection problems can be viewed as a non-linear optimization problem and a new scheme for calculating the cost and constraint gradients was proposed. 

These restrictions are expressed mathematically by the following two constraints on the drug concentration:0 ≤ v(t) ≤ vmax, for all t ∈ [0, T ], (33)and ∫ T0v(s)ds ≤ vcum, (34)where vmax and vcum are constants.