D'Onofrio model (binary variant)

D'Onofrio model (binary variant)
State dimension:	1
Differential states:	4
Discrete control functions:	4
Path constraints:	2

This site describes a D'Onofrio model variant with four binary controls instead which of only two continuous controls. The continuous controls are replaced via the outer convexifacation method.

Mathematical formulation

For $t \in [t_0, t_f]$ the optimal control problem is given by

$\begin{array}{llcl} \displaystyle \min_{x, u} & x_0(t_f) &+& \alpha \int_{t_0}^{t_f} u_0(t)^2 \text{d}t \\[1.5ex] \mbox{s.t.} & \dot{x}_0 & = & - \zeta x_0 \text{ln} \left( \frac{x_0}{x_1} \right) - \sum\limits_{i=1}^{4} w_i\;c_{1,i}\; F \; x_0 , \\ & \dot{x}_1 & = & b x_0 - \mu x_1 - d x_0^{\frac{2}{3}}x_1 -\sum\limits_{i=1}^{4} w_i c_{0,i} G x_1 - \sum\limits_{i=1}^{4} w_i\;c_{1,i} \eta x_1, \\ & \dot{x}_2 & = & \sum\limits_{i=1}^{4} w_i\;c_{0,i}, \\ & \dot{x}_3 & = & \sum\limits_{i=1}^{4} w_i\;c_{1,i}, \\ [1.5ex] & x_2 & \leq & x_2^{max}, \\ & x_3 & \leq & x_3^{max},\\ & 1 &=& \sum\limits_{i=1}^{3}w_i(t), \\ & w_i(t) &\in& \{0, 1\}, \quad i=1\ldots 4. \end{array}$

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

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  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

• AMPL code at Van der Pol Oscillator binary variant(AMPL)