By Topic

Cardinality Constrained Linear-Quadratic Optimal Control

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Jianjun Gao ; Dept. of Syst. Eng. & Eng. Manage., Chinese Univ. of Hong Kong, Hong Kong, China ; Duan Li

As control implementation often incurs not only a variable cost associated with the magnitude or energy of the control, but also a setup cost, we consider a discrete-time linear-quadratic (LQ) optimal control problem with a limited number of control implementations, termed in this technical note the cardinality constrained linear-quadratic optimal control (CCLQ). We first derive a semi-analytical feedback policy for CCLQ problems using dynamic programming (DP). Due to the exponential growth of the complexity in calculating the action regions, however, DP procedure is only efficient for CCLQ problems with a scalar state space. Recognizing this fact, we develop then two lower-bounding schemes and integrate them into a branch-and-bound (BnB) solution framework to offer an efficient algorithm in solving general CCLQ problems. Adopting the devised solution algorithm for CCLQ problems, we can solve efficiently the linear-quadratic optimal control problem with setup costs.

Published in:

Automatic Control, IEEE Transactions on  (Volume:56 ,  Issue: 8 )