Simultaneous Optimization of Continuous Control Inputs and Discrete State Waypoints
This paper addresses the receding horizon control problem of continuous-time linear systems with respect to continuous control inputs and discrete state waypoints under discrete-dynamical constraints. First, a generalized version of our previous method is described, where a discretization technique is applied only for the constrained state variables. Next, it is proven that the problem is reduced to the finite-time optimal control problem of a certain discrete-time linear system with discrete-valued inputs. Finally, a new efficient algorithm for solving this optimization problem is proposed. Several numerical simulations show that this solver is much faster than the CPLEX solver.
KeywordsOptimal Control Problem Control Input Directed Graph Simultaneous Optimization Recede Horizon Control
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