Open Access. Powered by Scholars. Published by Universities.®

Physical Sciences and Mathematics Commons

Open Access. Powered by Scholars. Published by Universities.®

Numerical Analysis and Computation

PDF

SelectedWorks

Selected Works

2014

Switched system; Time-delay system; Switching times; Numerical optimization

Articles 1 - 1 of 1

Full-Text Articles in Physical Sciences and Mathematics

Switching Time And Parameter Optimization In Nonlinear Switched Systems With Multiple Time-Delays, Chongyang Liu, Ryan Loxton, Kok Lay Teo Jan 2014

Switching Time And Parameter Optimization In Nonlinear Switched Systems With Multiple Time-Delays, Chongyang Liu, Ryan Loxton, Kok Lay Teo

Chongyang Liu

In this paper, we consider a dynamic optimization problem involving a general switched system that evolves by switching between several subsystems of nonlinear delay-differential equations. The optimization variables in this system consist of: (1) the times at which the subsystem switches occur; and (2) a set of system parameters that influence the subsystem dynamics. We first establish the existence of the partial derivatives of the system state with respect to both the switching times and the system parameters. Then, on the basis of this result, we show that the gradient of the cost function can be computed by solving the …