Jorge Cortés
Professor
Cymer Corporation Endowed Chair
Anytime solution of constrained nonlinear programs via control barrier functions
A. Allibhoy, J. Cortés
IEEE Conference on Decision and Control, Austin, Texas, 2021, pp. 6520-6525
Abstract
This paper considers the problem of designing a
dynamical system to solve constrained nonlinear
optimization problems such that the feasible set is
forward invariant and asymptotically stable. The
invariance of the feasible set makes the dynamics
anytime, when viewed as an algorithm, meaning that it is
guaranteed to return a feasible solution regardless of
when it is terminated. Such property is of critical
importance in feedback control since controllers are
often implemented as solutions to constrained programs
that must be solved in real time. The proposed design
builds on the basic insight of following the gradient
flow of the objective function while keeping the state
evolution within the feasible set using techniques from
the theory of control barrier functions. We show that
the resulting closed-loop system can be interpreted as a
continuous approximation of the projected gradient flow,
establish the monotonic decrease of the objective
function along the feasible set, and characterize the
asymptotic convergence properties to the set of critical
points. Various examples illustrate our results.
pdf
Mechanical and Aerospace Engineering,
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