Time delayed optimal control problems with multiple characteristic time points: Computation and industrial applications
Ling Yun Wang, Wei Hua Gui, Kok Lay Teo, Ryan Loxton, Chunhua Yang · Journal of Industrial and Management Optimization · 2009
In this paper, we consider a class of optimal control problemsinvolving time delayed dynamical systems and subject to continuousstate inequality constraints. We show that this type of problem canbe approximated by a sequence of time delayed optimal controlproblems subject to inequality constraints in canonical form andwith multiple characteristic time points appearing in the cost andconstraint functions. We derive formulae for the gradient of thecost and constraint functions of the approximate problems. On thisbasis, each approximate problem can be solved using a gradient-basedoptimization technique. The computational method obtained is thenapplied to an industrial problem arising in the study ofpurification process of zinc sulphate electrolyte. The results arehighly satisfactory.