Nonlinear optimal control: Numerical approximations via moments and LMI-relaxations

  • Didier Henrion
  • Jean-Bernard Lasserre
  • Christophe Prieur
    • Categories Control Applications, Systems governed by Differential Equations Optimization Short URL: https://optimization-online.org/?p=9809

    We consider the class of nonlinear optimal control problems with all data (differential equation, state and control constraints, cost) being polynomials. We provide a simple hierarchy of LMI-relaxations whose optimal values form a nondecreasing sequence of lower bounds on the optimal value. Preliminary results show that good approximations are obtained with few moments.

    Citation

    LAAS report 05120, March 2005, Toulouse, France. To appear in Proceedings of the IEEE CDC Conference, Sevilla, Spain, December 2005.

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