Projection-based switched system optimization: Absolute continuity of the line search

Abstract

The line search is considered for the problem of numerical switched system optimization using projection-based techniques. Switched system optimization may be formulated as an infinite dimensional optimal control problem where the switching control design variables are constrained to the integers. Projection-based techniques handle the integer constraint by considering an equivalent problem with unconstrained design variables but where the cost is dependent on the projection of the design variables to the constrained set of feasible switched system trajectories. This paper is concerned with the line search step of the projection-based optimization procedure. The main result provides sufficient conditions on the descent direction so that the update rule is absolutely continuous with respect to the step size.