POCP: a package for polynomial optimal control problems

Didier Henrion (1) , Jean-Bernard Lasserre (1) , Carlo Savorgnan (2, 3)

1 LAAS-MAC - Équipe Méthodes et Algorithmes en Commande
2 LAAS - Laboratoire d'analyse et d'architecture des systèmes
3 KUL - Faculty of Electrical Engineering, Katholieke Universiteit Leuven, Belgium

POCP is a new Matlab package running jointly with GloptiPoly 3 and, optionally, YALMIP. It is aimed at nonlinear optimal control problems for which all the problem data are polynomial, and provides an approximation of the optimal value as well as some control policy. Thanks to a user-friendly interface, POCP reformulates such control problems as generalized problems of moments, in turn converted by GloptiPoly 3 into a hierarchy of semidefinite programming problems whose associated sequence of optimal values converges to the optimal value of the polynomial optimal control problem. In this paper we describe the basic features of POCP and illustrate them with some numerical examples.

Mots clés: optimal control; polynomials; software package; computer-aided control system design

Domaines: Optimisation et contrôle [math.OC]

Didier Henrion, Jean-Bernard Lasserre, Carlo Savorgnan. POCP: a package for polynomial optimal control problems. 2008. ⟨hal-00325180⟩