Duality in linear programming problems related to deterministic long run average problems of optimal control with applications to periodic optimization

Author

Finlay, Luke ; Gaitsgory, Vladimir ; Lebedev, Ivan

Author_Institution

Dept. of Oper. Res., DSTO, Edinburgh, SA, Australia

fYear

2009

fDate

15-18 Dec. 2009

Firstpage

1207

Lastpage

1211

Abstract

Deterministic long run average optimal control problems and, in particular, periodic optimization problems are related to certain infinite-dimensional linear programming (LP) problems, which can be approximated by finite-dimensional LP problems. In this paper we study problems dual to these infinite- and finite- dimensional LP problems, and we investigate a possibility of using solutions of the latter for numerical construction of the optimal controls in periodic optimization problems. The construction is illustrated with a numerical example.

Keywords

deterministic algorithms; duality (mathematics); linear programming; multidimensional systems; optimal control; deterministic long run average problems; duality; finite-dimensional LP problems; infinite-dimensional linear programming problems; optimal control; periodic optimization; Aerospace industry; Control systems; Equations; Extraterrestrial measurements; H infinity control; Linear programming; Mathematics; Operations research; Optimal control; Statistical analysis;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on

Conference_Location

Shanghai

ISSN

0191-2216

Print_ISBN

978-1-4244-3871-6

Electronic_ISBN

0191-2216

Type

conf

DOI

10.1109/CDC.2009.5400261

Filename

5400261