Multi-criteria optimization in control of switched systems

Abstract

In the paper we present a new method for solving optimal control problems of a class of hybrid systems. We describe the new effective algorithm based on memetic algorithm (MA) for optimal control of switched systems. We concentrate on a class of problems in which a pre-specified sequence of active subsystems is known. Our aim is to find both the optimal switching instants and the optimal continuous inputs. The new approach, which we propose, decomposes the cost functional of the basic optimal control problem in Bolza form in two terms. The first term depends explicitly on a value of state variables at the final time. The second term depends on state and control trajectories. In order to solve those two tasks we used MA as the multi-objective optimization algorithm. In this paper we considered a fundamental bi-criteria case with two mentioned before functions: the value of state variables at the final time and the state and control trajectories. In order to find an approximation of Pareto frontier, we proposed new effective method based on genetic algorithm (GA) and local search (LS). Problems properties were taken into consideration in the design of our new approach of solving it. They were used to construct new algorithm inspired by the LS NSGA-II, which performed rather well in multi-criteria scheduling problem. Since simple genetic algorithms are efficient heuristics in searching for optimal solutions, but lack the accuracy of some more computational complex algorithms, a hybrid algorithm was constructed. It uses fast non-dominated sorting, in order to evaluate child population and allocate solutions to corresponding Pareto frontiers. I addition a local search method was used, in order to find more differentiated and better solutions. Clustering solutions from Pareto frontiers also improved diversity of solutions in child population. This approach can be used as a start point for searching for algorithm for solving optimal control problems of switched systems without pre-specified sequence of active subsystems. The performance of the algorithm is illustrated by the examples: (a) a hybrid optimal control problem with nonlinear dynamics and (b) a switched linear quadratic optimal control problem with long switching time intervals.