On the embedding transformation for optimal control of multi-mode switched systems

TL;DR

This paper introduces an embedding-based method for solving multi-mode switched optimal control problems, ensuring feasible bang-bang solutions through a modified auxiliary cost function.

Contribution

It proposes a novel embedding approach with a modified cost function to guarantee feasible solutions for switched optimal control problems with multiple modes.

Findings

Embedding approach enables use of conventional control techniques.

Modified EOCP ensures bang-bang solutions are feasible.

Method applicable to systems with arbitrary number of modes.

Abstract

This paper develops an embedding-based approach to solve switched optimal control problems (SOCPs) with an arbitrary number of subsystems. Initially, the discrete switching signal is represented by a set of binary variables, encoding each mode in binary format. An embedded optimal control problem (EOCP) is then formulated by replacing these binary variables with continuous embedded variables that can take intermediate values between zero and one. Although embedding allows SOCPs to be addressed using conventional techniques, the optimal solutions of EOCPs often yield intermediate values for binary variables, which may not be feasible for the original SOCP. To address this challenge, a modified EOCP (MEOCP) is introduced by adding a concave auxiliary cost function of appropriate dimensionality to the main cost function. This addition ensures that the optimal solution of the EOCP is bang-bang, and as a result, feasible for the original SOCP.