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Optimal Control Duality and the Douglas–Rachford Algorithm
SIAM Journal on Control and Optimization ( IF 2.2 ) Pub Date : 2024-02-12 , DOI: 10.1137/23m1558549 Regina S. Burachik 1 , Bethany I. Caldwell 1 , C. Yalçin Kaya 1 , Walaa M. Moursi 2
SIAM Journal on Control and Optimization ( IF 2.2 ) Pub Date : 2024-02-12 , DOI: 10.1137/23m1558549 Regina S. Burachik 1 , Bethany I. Caldwell 1 , C. Yalçin Kaya 1 , Walaa M. Moursi 2
Affiliation
SIAM Journal on Control and Optimization, Volume 62, Issue 1, Page 680-698, February 2024.
Abstract. We explore the relationship between the dual of a weighted minimum-energy control problem, a special case of linear-quadratic optimal control problems, and the Douglas–Rachford (DR) algorithm. We obtain an expression for the fixed point of the DR operator as applied to solving the optimal control problem, which in turn devises a certificate of optimality that can be employed for numerical verification. The fixed point and the optimality check are illustrated in two example optimal control problems.
更新日期：2024-02-13
Abstract. We explore the relationship between the dual of a weighted minimum-energy control problem, a special case of linear-quadratic optimal control problems, and the Douglas–Rachford (DR) algorithm. We obtain an expression for the fixed point of the DR operator as applied to solving the optimal control problem, which in turn devises a certificate of optimality that can be employed for numerical verification. The fixed point and the optimality check are illustrated in two example optimal control problems.
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