Using simulated annealing for Discrete Optimal Control Systems design

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Abstract

This work presents an approach to solve the Discrete-Time Time Invariant Linear Quadratic Optimal Control problem which minimizes a performance index (either minimum time and/or minimum energy). The design approach presented in this paper transforms the LQ problem into a combinatorial optimization problem and use the Simulated Annealing algorithm to perform the optimization part. In addition, a non-conventional performance index is proposed. Some SISO and MIMO systems are tested with this approach. Their results proved the approach to be an excellent option to find a solution to the problem. © Springer-Verlag Berlin Heidelberg 2004.

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Martínez-Alfaro, H., & Ruiz-Cruz, M. A. (2004). Using simulated annealing for Discrete Optimal Control Systems design. In Lecture Notes in Artificial Intelligence (Subseries of Lecture Notes in Computer Science) (Vol. 3315, pp. 932–941). Springer Verlag. https://doi.org/10.1007/978-3-540-30498-2_93

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