Infinite-Dimensional Sums-of-Squares for Optimal Control
Résumé
We introduce an approximation method to solve an optimal control problem via the Lagrange dual of its weak formulation. It is based on a sum-of-squares representation of the Hamiltonian, and extends a previous method from polynomial optimization to the generic case of smooth problems. Such a representation is infinite-dimensional and relies on a particular space of functions-a reproducing kernel Hilbert space-chosen to fit the structure of the control problem. After subsampling, it leads to a practical method that amounts to solving a semi-definite program. We illustrate our approach by a numerical application on a simple low-dimensional control problem.
Domaines
Optimisation et contrôle [math.OC]Origine | Fichiers produits par l'(les) auteur(s) |
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