UNIVERSITY OF MINES AND TECHNOLOGY (UMaT), TARKWA
DEPARTMENT OF MATHEMATICAL SCIENCES
PROJECT SYNOPSIS
ON
A Comparative Analysis on Numerical Schemes for Linear
Optimal Control Problems
Student Supervisor
Ehuntsi Blessed Dr Monica V. Crankson
ORDER OF PRESENTATION
Statement of the Problem
Project Objectives
Methods to be Used
Expected Outcomes
Facilities Required
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STATEMENT OF THE PROBLEM
Optimal control is the process of determining control and state trajectories for a
dynamic system over time in order to minimize a performance index (Becerra,
2008). The mathematical optimization technique of optimal control is an extension
of calculus of variations and is used to derive control laws (Barreto et al., 2021).
There are several applications of optimal control in engineering, science,
operations research, astronautics, robotics, and economics.
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STATEMENT OF THE PROBLEM CONT’D
The formulation of an optimal control problem requires the following: mathematical
model of the system to be controlled, specification of the performance index,
specification of all boundary conditions on states, and constraints to be satisfied by
states and controls and a statement of what variables are free (Becerra, 2008).
Optimal control problems are generally nonlinear and therefore, generally do not have
analytic solutions (e.g., like the linear-quadratic optimal control problem). As a result,
it is necessary to employ numerical methods to solve optimal control problems.
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STATEMENT OF THE PROBLEM CONT’D
There are many different numerical processes for approximating an optimal
control problem. Three of those are here: The Forward Backward Sweep, the
Shooter Method, and an Optimization Method using the MATLAB Optimization
Tool Box. The methods will be explained, and then applied to two different test
problems to see how they perform.
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STATEMENT OF THE PROBLEM CONT’D
This project focused on a comparative analysis on numerical schemes for linear
optimal control problems.
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PROJECT OBJECTIVES
The objectives of this project are to;
obtain the analytical solutions for the optimal control problems.
use the numerical schemes to solve the optimal control problems.
conduct a convergence analysis to ascertain the robustness of the schemes.
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METHODS TO BE USED
Calculus of variation
Hamiltonian method
Lagrangian method
Forward-Backward Sweep method.
Shooter method
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EXPECTED OUTCOMES
It is expected that the following will be achieved at the end of the research:
The analytical solutions for the optimal control problems would have been
obtained.
The solutions via the numerical schemes would have been obtained.
A convergence analysis to ascertain the robustness of the schemes would have
been conducted.
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FACILITIES REQUIRED
The facilities to be used are:
The University of Mines and Technology library
Internet facilities in the University of Mines and Technology
Personal computer
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THANK YOU
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