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Optimal Control Formulation for Complementarity Dynamical Systems

Author

Listed:
  • S. Mohsen Miri

    (Ferdowsi University of Mashhad)

  • Sohrab Effati

    (Ferdowsi University of Mashhad
    Ferdowsi University of Mashhad)

Abstract

In this paper, we show that the complementarity dynamical systems can be reformulated as optimal control problems. By using this reformulation, we present a pseudospectral scheme to discretize the complementarity dynamical systems. Applying this discretization, the complementarity dynamical system is reduced to a sequence of nonlinear programming problems. Numerical examples and comparison with two other methods are included to demonstrate the capability of the proposed method.

Suggested Citation

  • S. Mohsen Miri & Sohrab Effati, 2017. "Optimal Control Formulation for Complementarity Dynamical Systems," Journal of Optimization Theory and Applications, Springer, vol. 175(2), pages 356-372, November.
    • Handle: RePEc:spr:joptap:v:175:y:2017:i:2:d:10.1007_s10957-017-1178-0
    DOI: 10.1007/s10957-017-1178-0
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    References listed on IDEAS

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    1. Heemels, W.P.M.H. & Camlibel, M.K. & Schumacher, J.M. & Brogliato, B., 2011. "Observer-based control of linear complementarity systems," Other publications TiSEM 38b3325c-4d33-4c2f-92f8-9, Tilburg University, School of Economics and Management.
    2. M. Seetharama Gowda & Jong-Shi Pang, 1992. "On Solution Stability of the Linear Complementarity Problem," Mathematics of Operations Research, INFORMS, vol. 17(1), pages 77-83, February.
    3. S. Mohsen Miri & Sohrab Effati, 2015. "On Generalized Convexity of Nonlinear Complementarity Functions," Journal of Optimization Theory and Applications, Springer, vol. 164(2), pages 723-730, February.
    Full references (including those not matched with items on IDEAS)

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