Difference between revisions of "Van der Pol Oscillator (binary variant)"

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<math>
 
<math>
 
\begin{array}{lll}
 
\begin{array}{lll}
−
\min\limits_{x,y,w}  & \int\limits_{t_0}^{t_f} & (x(t)^2+y(t)^2 dt\\
+
\min\limits_{x,y,w}  & \int\limits_{t_0}^{t_f} & x(t)^2+y(t)^2 dt\\
 
s.t. & \dot x & = y,\\
 
s.t. & \dot x & = y,\\
 
& \dot y & =  \sum\limits_{i=1}^{3} c_{i}\;  w_i \;(1-x^2) y-x,\\
 
& \dot y & =  \sum\limits_{i=1}^{3} c_{i}\;  w_i \;(1-x^2) y-x,\\

Latest revision as of 11:36, 2 December 2024

Van der Pol Oscillator (binary variant)
State dimension: 1
Differential states: 2
Discrete control functions: 3
Interior point equalities: 2

This site describes a Van der Pol Oscillator variant with three binary controls instead of only one continuous control.

Mathematical formulation

The mixed-integer optimal control problem is given by

\begin{array}{lll} \min\limits_{x,y,w} & \int\limits_{t_0}^{t_f} & x(t)^2+y(t)^2 dt\\ s.t. & \dot x & = y,\\ & \dot y & = \sum\limits_{i=1}^{3} c_{i}\; w_i \;(1-x^2) y-x,\\ & x(0) & =1,\\ & y(0) & =0,\\ & 1 &= \sum\limits_{i=1}^{3}w_i(t), \\ & w_i(t) &\in \{0, 1\}, \quad i=1\ldots 3. \end{array}

Parameters

These fixed values are used within the model:

[t_0,t_f]=[0,20], c_1=-1, c_2=0.75, c_3=-2.

Reference Solutions

If the problem is relaxed, i.e., we demand that w(t) be in the continuous interval [0, 1] instead of the binary choice \{0,1\}, the optimal solution can be determined by means of direct optimal control.

The optimal objective value of the relaxed problem with n_t=6000, \, n_u=60 is 1.30167235. The objective value of the binary controls obtained by Combinatorial Integral Approimation (CIA) is 1.30273681.

  • Reference solution plots

  • Optimal relaxed controls and states determined by an direct approach with ampl_mintoc (Radau collocation) and n_t=6000, \, n_u=60.

  • Optimal binary controls and states determined by an direct approach (Radau collocation) with ampl_mintoc and n_t=6000, \, n_u=60. The relaxed controls were approximated by Combinatorial Integral Approximation.


Source Code

Model description is available in

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