Optimal control problem (constant magnitude acceleration)












0












$begingroup$


A particle in $mathbb R^2$ begins at initial position $(x_0, y_0)$ and velocity $(u_0, v_0)$. It must eventually reach a target position $(x_1, y_1)$ and velocity $(u_1, v_1)$.



The acceleration of the particle is a vector of constant magnitude $1$. The only control for this system is the direction of this acceleration, as a (not necessarily continuous) function of time.



What path will bring the particle to the target position and velocity in the least amount of time?



I believe I already have a solution to this problem, but what I'm wondering is: does this problem already have a name? Does the curve? What work has already been done to solve and generalize this problem?










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$endgroup$








  • 1




    $begingroup$
    I believe you can relax the control to be in the convex hull of the unit ball and since you are looking for a $min$ time solution, the solution will end up on the boundary ae. (cf. bang bang control). It is a fairly standard problem, but I am not sure it has a common name other than steering.
    $endgroup$
    – copper.hat
    Jun 20 '18 at 2:22












  • $begingroup$
    Does your problem involve angular motions (yaw) too? The it is not a linear problem.
    $endgroup$
    – Arash
    Jun 21 '18 at 4:49










  • $begingroup$
    It reminds me my own NLP. But it is not exactly the same a your problem. Your problem has a terminal constraint too.
    $endgroup$
    – Arash
    Jun 21 '18 at 4:52
















0












$begingroup$


A particle in $mathbb R^2$ begins at initial position $(x_0, y_0)$ and velocity $(u_0, v_0)$. It must eventually reach a target position $(x_1, y_1)$ and velocity $(u_1, v_1)$.



The acceleration of the particle is a vector of constant magnitude $1$. The only control for this system is the direction of this acceleration, as a (not necessarily continuous) function of time.



What path will bring the particle to the target position and velocity in the least amount of time?



I believe I already have a solution to this problem, but what I'm wondering is: does this problem already have a name? Does the curve? What work has already been done to solve and generalize this problem?










share|cite|improve this question









$endgroup$








  • 1




    $begingroup$
    I believe you can relax the control to be in the convex hull of the unit ball and since you are looking for a $min$ time solution, the solution will end up on the boundary ae. (cf. bang bang control). It is a fairly standard problem, but I am not sure it has a common name other than steering.
    $endgroup$
    – copper.hat
    Jun 20 '18 at 2:22












  • $begingroup$
    Does your problem involve angular motions (yaw) too? The it is not a linear problem.
    $endgroup$
    – Arash
    Jun 21 '18 at 4:49










  • $begingroup$
    It reminds me my own NLP. But it is not exactly the same a your problem. Your problem has a terminal constraint too.
    $endgroup$
    – Arash
    Jun 21 '18 at 4:52














0












0








0





$begingroup$


A particle in $mathbb R^2$ begins at initial position $(x_0, y_0)$ and velocity $(u_0, v_0)$. It must eventually reach a target position $(x_1, y_1)$ and velocity $(u_1, v_1)$.



The acceleration of the particle is a vector of constant magnitude $1$. The only control for this system is the direction of this acceleration, as a (not necessarily continuous) function of time.



What path will bring the particle to the target position and velocity in the least amount of time?



I believe I already have a solution to this problem, but what I'm wondering is: does this problem already have a name? Does the curve? What work has already been done to solve and generalize this problem?










share|cite|improve this question









$endgroup$




A particle in $mathbb R^2$ begins at initial position $(x_0, y_0)$ and velocity $(u_0, v_0)$. It must eventually reach a target position $(x_1, y_1)$ and velocity $(u_1, v_1)$.



The acceleration of the particle is a vector of constant magnitude $1$. The only control for this system is the direction of this acceleration, as a (not necessarily continuous) function of time.



What path will bring the particle to the target position and velocity in the least amount of time?



I believe I already have a solution to this problem, but what I'm wondering is: does this problem already have a name? Does the curve? What work has already been done to solve and generalize this problem?







functional-analysis control-theory optimal-control






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share|cite|improve this question











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share|cite|improve this question










asked Jun 20 '18 at 2:03









Alexander YoungAlexander Young

1




1








  • 1




    $begingroup$
    I believe you can relax the control to be in the convex hull of the unit ball and since you are looking for a $min$ time solution, the solution will end up on the boundary ae. (cf. bang bang control). It is a fairly standard problem, but I am not sure it has a common name other than steering.
    $endgroup$
    – copper.hat
    Jun 20 '18 at 2:22












  • $begingroup$
    Does your problem involve angular motions (yaw) too? The it is not a linear problem.
    $endgroup$
    – Arash
    Jun 21 '18 at 4:49










  • $begingroup$
    It reminds me my own NLP. But it is not exactly the same a your problem. Your problem has a terminal constraint too.
    $endgroup$
    – Arash
    Jun 21 '18 at 4:52














  • 1




    $begingroup$
    I believe you can relax the control to be in the convex hull of the unit ball and since you are looking for a $min$ time solution, the solution will end up on the boundary ae. (cf. bang bang control). It is a fairly standard problem, but I am not sure it has a common name other than steering.
    $endgroup$
    – copper.hat
    Jun 20 '18 at 2:22












  • $begingroup$
    Does your problem involve angular motions (yaw) too? The it is not a linear problem.
    $endgroup$
    – Arash
    Jun 21 '18 at 4:49










  • $begingroup$
    It reminds me my own NLP. But it is not exactly the same a your problem. Your problem has a terminal constraint too.
    $endgroup$
    – Arash
    Jun 21 '18 at 4:52








1




1




$begingroup$
I believe you can relax the control to be in the convex hull of the unit ball and since you are looking for a $min$ time solution, the solution will end up on the boundary ae. (cf. bang bang control). It is a fairly standard problem, but I am not sure it has a common name other than steering.
$endgroup$
– copper.hat
Jun 20 '18 at 2:22






$begingroup$
I believe you can relax the control to be in the convex hull of the unit ball and since you are looking for a $min$ time solution, the solution will end up on the boundary ae. (cf. bang bang control). It is a fairly standard problem, but I am not sure it has a common name other than steering.
$endgroup$
– copper.hat
Jun 20 '18 at 2:22














$begingroup$
Does your problem involve angular motions (yaw) too? The it is not a linear problem.
$endgroup$
– Arash
Jun 21 '18 at 4:49




$begingroup$
Does your problem involve angular motions (yaw) too? The it is not a linear problem.
$endgroup$
– Arash
Jun 21 '18 at 4:49












$begingroup$
It reminds me my own NLP. But it is not exactly the same a your problem. Your problem has a terminal constraint too.
$endgroup$
– Arash
Jun 21 '18 at 4:52




$begingroup$
It reminds me my own NLP. But it is not exactly the same a your problem. Your problem has a terminal constraint too.
$endgroup$
– Arash
Jun 21 '18 at 4:52










1 Answer
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$begingroup$

After considering $x = x_1, y = x_3$, given the dynamics
$$
begin{array}{rcl}
dot x_1 & = & x_2\
dot x_2 & = & U_0cos u\
dot x_3 & = & x_4\
dot x_4 & = & U_0sin u
end{array}
$$



with $|u| = U_0$ we have



$$
H(x,u,lambda) = lambda_1 x_2+lambda_2 U_0cos u +lambda_3 x_4+lambda_4 U_0sin u
$$



from which we obtain the adjoint dynamics



$$
left{
begin{array}{rcl}
dotlambda_1 & = & 0\
dotlambda_2 & = & -lambda_1\
dotlambda_3 & = & 0\
dotlambda_4 & = & -lambda_3
end{array}
right.
Rightarrow
left{
begin{array}{rcl}
lambda_1 & = & c_1\
lambda_2 & = & -c_1t+c_2\
lambda_3 & = & c_3\
lambda_4 & = & -c_3t+c_4
end{array}
right.
$$



and



$$
frac{partial H}{partial u} = -lambda_2 sin u +lambda_4 cos u = 0
$$



or



$$
sin u = frac{pmlambda_2}{sqrt{lambda_2^2+lambda_4^2}}, cos u = frac{pmlambda_4}{sqrt{lambda_2^2+lambda_4^2}}
$$



The right sign is found by applying the maximum principle then



$$
sin u^* = frac{lambda_2}{sqrt{lambda_2^2+lambda_4^2}}, cos u^* = frac{lambda_4}{sqrt{lambda_2^2+lambda_4^2}}
$$



now according to the transversality conditions



$$
dt_f-sum_{i=1}^4 lambda_i f_i vert_{t_i}^{t_f}dt_f+sum_{i=1}^4 lambda_i dx_i vert_{t_i}^{t_f}dt_f = 0
$$



but at $t = t_i$



$$
begin{array}{rcl}
x_1 & = & x_0\
x_2 & = & u_0\
x_3 & = & y_0\
x_4 & = & v_0\
end{array}
$$



and at $t = t_f$



$$
begin{array}{rcl}
x_1 & = & x_1\
x_2 & = & u_1\
x_3 & = & y_1\
x_4 & = & v_1\
end{array}
$$



so a free terminal time requires



$$
1-sum_{i=1}^4 lambda_i f_i vert_{t_i}^{t_f}=0
$$



the movement reads now



$$
begin{array}{rcl}
dot x_1 & = & x_2\
dot x_2 & = & frac{(c_4-c_3 t)U_0}{sqrt{(c_2-c_1 t)^2+(c_4-c_3 t)^2}}\
dot x_3 & = & x_4\
dot x_4 & = & frac{(c_2-c_1 t)U_0}{sqrt{(c_2-c_1 t)^2+(c_4-c_3 t)^2}}
end{array}
$$



Now resuming, the movement equations and the adjoint movement equations require $8$ constants plus $t_f$ definition. In theory then can be solved because we have $8$ initial-final conditions plus the transversality condition involving $t_f$






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    1 Answer
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    active

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    1 Answer
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    active

    oldest

    votes






    active

    oldest

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    0












    $begingroup$

    After considering $x = x_1, y = x_3$, given the dynamics
    $$
    begin{array}{rcl}
    dot x_1 & = & x_2\
    dot x_2 & = & U_0cos u\
    dot x_3 & = & x_4\
    dot x_4 & = & U_0sin u
    end{array}
    $$



    with $|u| = U_0$ we have



    $$
    H(x,u,lambda) = lambda_1 x_2+lambda_2 U_0cos u +lambda_3 x_4+lambda_4 U_0sin u
    $$



    from which we obtain the adjoint dynamics



    $$
    left{
    begin{array}{rcl}
    dotlambda_1 & = & 0\
    dotlambda_2 & = & -lambda_1\
    dotlambda_3 & = & 0\
    dotlambda_4 & = & -lambda_3
    end{array}
    right.
    Rightarrow
    left{
    begin{array}{rcl}
    lambda_1 & = & c_1\
    lambda_2 & = & -c_1t+c_2\
    lambda_3 & = & c_3\
    lambda_4 & = & -c_3t+c_4
    end{array}
    right.
    $$



    and



    $$
    frac{partial H}{partial u} = -lambda_2 sin u +lambda_4 cos u = 0
    $$



    or



    $$
    sin u = frac{pmlambda_2}{sqrt{lambda_2^2+lambda_4^2}}, cos u = frac{pmlambda_4}{sqrt{lambda_2^2+lambda_4^2}}
    $$



    The right sign is found by applying the maximum principle then



    $$
    sin u^* = frac{lambda_2}{sqrt{lambda_2^2+lambda_4^2}}, cos u^* = frac{lambda_4}{sqrt{lambda_2^2+lambda_4^2}}
    $$



    now according to the transversality conditions



    $$
    dt_f-sum_{i=1}^4 lambda_i f_i vert_{t_i}^{t_f}dt_f+sum_{i=1}^4 lambda_i dx_i vert_{t_i}^{t_f}dt_f = 0
    $$



    but at $t = t_i$



    $$
    begin{array}{rcl}
    x_1 & = & x_0\
    x_2 & = & u_0\
    x_3 & = & y_0\
    x_4 & = & v_0\
    end{array}
    $$



    and at $t = t_f$



    $$
    begin{array}{rcl}
    x_1 & = & x_1\
    x_2 & = & u_1\
    x_3 & = & y_1\
    x_4 & = & v_1\
    end{array}
    $$



    so a free terminal time requires



    $$
    1-sum_{i=1}^4 lambda_i f_i vert_{t_i}^{t_f}=0
    $$



    the movement reads now



    $$
    begin{array}{rcl}
    dot x_1 & = & x_2\
    dot x_2 & = & frac{(c_4-c_3 t)U_0}{sqrt{(c_2-c_1 t)^2+(c_4-c_3 t)^2}}\
    dot x_3 & = & x_4\
    dot x_4 & = & frac{(c_2-c_1 t)U_0}{sqrt{(c_2-c_1 t)^2+(c_4-c_3 t)^2}}
    end{array}
    $$



    Now resuming, the movement equations and the adjoint movement equations require $8$ constants plus $t_f$ definition. In theory then can be solved because we have $8$ initial-final conditions plus the transversality condition involving $t_f$






    share|cite|improve this answer











    $endgroup$


















      0












      $begingroup$

      After considering $x = x_1, y = x_3$, given the dynamics
      $$
      begin{array}{rcl}
      dot x_1 & = & x_2\
      dot x_2 & = & U_0cos u\
      dot x_3 & = & x_4\
      dot x_4 & = & U_0sin u
      end{array}
      $$



      with $|u| = U_0$ we have



      $$
      H(x,u,lambda) = lambda_1 x_2+lambda_2 U_0cos u +lambda_3 x_4+lambda_4 U_0sin u
      $$



      from which we obtain the adjoint dynamics



      $$
      left{
      begin{array}{rcl}
      dotlambda_1 & = & 0\
      dotlambda_2 & = & -lambda_1\
      dotlambda_3 & = & 0\
      dotlambda_4 & = & -lambda_3
      end{array}
      right.
      Rightarrow
      left{
      begin{array}{rcl}
      lambda_1 & = & c_1\
      lambda_2 & = & -c_1t+c_2\
      lambda_3 & = & c_3\
      lambda_4 & = & -c_3t+c_4
      end{array}
      right.
      $$



      and



      $$
      frac{partial H}{partial u} = -lambda_2 sin u +lambda_4 cos u = 0
      $$



      or



      $$
      sin u = frac{pmlambda_2}{sqrt{lambda_2^2+lambda_4^2}}, cos u = frac{pmlambda_4}{sqrt{lambda_2^2+lambda_4^2}}
      $$



      The right sign is found by applying the maximum principle then



      $$
      sin u^* = frac{lambda_2}{sqrt{lambda_2^2+lambda_4^2}}, cos u^* = frac{lambda_4}{sqrt{lambda_2^2+lambda_4^2}}
      $$



      now according to the transversality conditions



      $$
      dt_f-sum_{i=1}^4 lambda_i f_i vert_{t_i}^{t_f}dt_f+sum_{i=1}^4 lambda_i dx_i vert_{t_i}^{t_f}dt_f = 0
      $$



      but at $t = t_i$



      $$
      begin{array}{rcl}
      x_1 & = & x_0\
      x_2 & = & u_0\
      x_3 & = & y_0\
      x_4 & = & v_0\
      end{array}
      $$



      and at $t = t_f$



      $$
      begin{array}{rcl}
      x_1 & = & x_1\
      x_2 & = & u_1\
      x_3 & = & y_1\
      x_4 & = & v_1\
      end{array}
      $$



      so a free terminal time requires



      $$
      1-sum_{i=1}^4 lambda_i f_i vert_{t_i}^{t_f}=0
      $$



      the movement reads now



      $$
      begin{array}{rcl}
      dot x_1 & = & x_2\
      dot x_2 & = & frac{(c_4-c_3 t)U_0}{sqrt{(c_2-c_1 t)^2+(c_4-c_3 t)^2}}\
      dot x_3 & = & x_4\
      dot x_4 & = & frac{(c_2-c_1 t)U_0}{sqrt{(c_2-c_1 t)^2+(c_4-c_3 t)^2}}
      end{array}
      $$



      Now resuming, the movement equations and the adjoint movement equations require $8$ constants plus $t_f$ definition. In theory then can be solved because we have $8$ initial-final conditions plus the transversality condition involving $t_f$






      share|cite|improve this answer











      $endgroup$
















        0












        0








        0





        $begingroup$

        After considering $x = x_1, y = x_3$, given the dynamics
        $$
        begin{array}{rcl}
        dot x_1 & = & x_2\
        dot x_2 & = & U_0cos u\
        dot x_3 & = & x_4\
        dot x_4 & = & U_0sin u
        end{array}
        $$



        with $|u| = U_0$ we have



        $$
        H(x,u,lambda) = lambda_1 x_2+lambda_2 U_0cos u +lambda_3 x_4+lambda_4 U_0sin u
        $$



        from which we obtain the adjoint dynamics



        $$
        left{
        begin{array}{rcl}
        dotlambda_1 & = & 0\
        dotlambda_2 & = & -lambda_1\
        dotlambda_3 & = & 0\
        dotlambda_4 & = & -lambda_3
        end{array}
        right.
        Rightarrow
        left{
        begin{array}{rcl}
        lambda_1 & = & c_1\
        lambda_2 & = & -c_1t+c_2\
        lambda_3 & = & c_3\
        lambda_4 & = & -c_3t+c_4
        end{array}
        right.
        $$



        and



        $$
        frac{partial H}{partial u} = -lambda_2 sin u +lambda_4 cos u = 0
        $$



        or



        $$
        sin u = frac{pmlambda_2}{sqrt{lambda_2^2+lambda_4^2}}, cos u = frac{pmlambda_4}{sqrt{lambda_2^2+lambda_4^2}}
        $$



        The right sign is found by applying the maximum principle then



        $$
        sin u^* = frac{lambda_2}{sqrt{lambda_2^2+lambda_4^2}}, cos u^* = frac{lambda_4}{sqrt{lambda_2^2+lambda_4^2}}
        $$



        now according to the transversality conditions



        $$
        dt_f-sum_{i=1}^4 lambda_i f_i vert_{t_i}^{t_f}dt_f+sum_{i=1}^4 lambda_i dx_i vert_{t_i}^{t_f}dt_f = 0
        $$



        but at $t = t_i$



        $$
        begin{array}{rcl}
        x_1 & = & x_0\
        x_2 & = & u_0\
        x_3 & = & y_0\
        x_4 & = & v_0\
        end{array}
        $$



        and at $t = t_f$



        $$
        begin{array}{rcl}
        x_1 & = & x_1\
        x_2 & = & u_1\
        x_3 & = & y_1\
        x_4 & = & v_1\
        end{array}
        $$



        so a free terminal time requires



        $$
        1-sum_{i=1}^4 lambda_i f_i vert_{t_i}^{t_f}=0
        $$



        the movement reads now



        $$
        begin{array}{rcl}
        dot x_1 & = & x_2\
        dot x_2 & = & frac{(c_4-c_3 t)U_0}{sqrt{(c_2-c_1 t)^2+(c_4-c_3 t)^2}}\
        dot x_3 & = & x_4\
        dot x_4 & = & frac{(c_2-c_1 t)U_0}{sqrt{(c_2-c_1 t)^2+(c_4-c_3 t)^2}}
        end{array}
        $$



        Now resuming, the movement equations and the adjoint movement equations require $8$ constants plus $t_f$ definition. In theory then can be solved because we have $8$ initial-final conditions plus the transversality condition involving $t_f$






        share|cite|improve this answer











        $endgroup$



        After considering $x = x_1, y = x_3$, given the dynamics
        $$
        begin{array}{rcl}
        dot x_1 & = & x_2\
        dot x_2 & = & U_0cos u\
        dot x_3 & = & x_4\
        dot x_4 & = & U_0sin u
        end{array}
        $$



        with $|u| = U_0$ we have



        $$
        H(x,u,lambda) = lambda_1 x_2+lambda_2 U_0cos u +lambda_3 x_4+lambda_4 U_0sin u
        $$



        from which we obtain the adjoint dynamics



        $$
        left{
        begin{array}{rcl}
        dotlambda_1 & = & 0\
        dotlambda_2 & = & -lambda_1\
        dotlambda_3 & = & 0\
        dotlambda_4 & = & -lambda_3
        end{array}
        right.
        Rightarrow
        left{
        begin{array}{rcl}
        lambda_1 & = & c_1\
        lambda_2 & = & -c_1t+c_2\
        lambda_3 & = & c_3\
        lambda_4 & = & -c_3t+c_4
        end{array}
        right.
        $$



        and



        $$
        frac{partial H}{partial u} = -lambda_2 sin u +lambda_4 cos u = 0
        $$



        or



        $$
        sin u = frac{pmlambda_2}{sqrt{lambda_2^2+lambda_4^2}}, cos u = frac{pmlambda_4}{sqrt{lambda_2^2+lambda_4^2}}
        $$



        The right sign is found by applying the maximum principle then



        $$
        sin u^* = frac{lambda_2}{sqrt{lambda_2^2+lambda_4^2}}, cos u^* = frac{lambda_4}{sqrt{lambda_2^2+lambda_4^2}}
        $$



        now according to the transversality conditions



        $$
        dt_f-sum_{i=1}^4 lambda_i f_i vert_{t_i}^{t_f}dt_f+sum_{i=1}^4 lambda_i dx_i vert_{t_i}^{t_f}dt_f = 0
        $$



        but at $t = t_i$



        $$
        begin{array}{rcl}
        x_1 & = & x_0\
        x_2 & = & u_0\
        x_3 & = & y_0\
        x_4 & = & v_0\
        end{array}
        $$



        and at $t = t_f$



        $$
        begin{array}{rcl}
        x_1 & = & x_1\
        x_2 & = & u_1\
        x_3 & = & y_1\
        x_4 & = & v_1\
        end{array}
        $$



        so a free terminal time requires



        $$
        1-sum_{i=1}^4 lambda_i f_i vert_{t_i}^{t_f}=0
        $$



        the movement reads now



        $$
        begin{array}{rcl}
        dot x_1 & = & x_2\
        dot x_2 & = & frac{(c_4-c_3 t)U_0}{sqrt{(c_2-c_1 t)^2+(c_4-c_3 t)^2}}\
        dot x_3 & = & x_4\
        dot x_4 & = & frac{(c_2-c_1 t)U_0}{sqrt{(c_2-c_1 t)^2+(c_4-c_3 t)^2}}
        end{array}
        $$



        Now resuming, the movement equations and the adjoint movement equations require $8$ constants plus $t_f$ definition. In theory then can be solved because we have $8$ initial-final conditions plus the transversality condition involving $t_f$







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        edited Dec 20 '18 at 23:17

























        answered Dec 13 '18 at 11:29









        CesareoCesareo

        8,6693516




        8,6693516






























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