Search results for "Unimodular matrix"
showing 6 items of 6 documents
Impulsively-controlled systems and reverse dwell time: A linear programming approach
2015
We present a receding horizon algorithm that converges to the exact solution in polynomial time for a class of optimal impulse control problems with uniformly distributed impulse instants and governed by so-called reverse dwell time conditions. The cost has two separate terms, one depending on time and the second monotonically decreasing on the state norm. The obtained results have both theoretical and practical relevance. From a theoretical perspective we prove certain geometrical properties of the discrete set of feasible solutions. From a practical standpoint, such properties reduce the computational burden and speed up the search for the optimum thus making the algorithm suitable for th…
A polynomial algorithm solving a special class of hybrid optimal control problems
2006
Hybrid optimal control problems are, in general, difficult to solve. A current research goal is to isolate those problems that lead to tractable solutions [5]. In this paper, we identify a special class of hybrid optimal control problems which are easy to solve. We do this by using a paradigm borrowed from the Operations Research field. As main result, we present a solution algorithm that converges to the exact solution in polynomial time. Our approach consists in approximating the hybrid optimal control problem via an integer-linear programming reformulation. The integer-linear programming problem is a Set-covering one with a totally unimodular constraint matrix and therefore solving the S…
Integration by parts for heat measures over loop groups
1999
Abstract The formula of integration by parts for heat measures over a loop group established by B. Driver is revesited through an alternative approach to this result. We shall first establish directly the integration by parts formula over an unimodular Lie group (which will be the finite product of a compact Lie group with a correlated metric), using the concept of tangent processes. A new expression for Ricci tensor will enable us the passage to the limit.
Optimal Switches in Multi–inventory Systems
2007
Given a switched multi-inventory system we wish to find the optimal schedule of the resets to maintain the system in a safe operating interval, while minimizing a function related to the cost of the resets. We discuss a family of instances that can be solved in polynomial time by linear programming. We do this by introducing a set-covering formulation with a totally unimodular constraint matrix.
Homogeneous Weyl connections of non-positive curvature
2015
We study homogenous Weyl connections with non-positive sectional curvatures. The Cartesian product $\mathbb S^1 \times M$ carries canonical families of Weyl connections with such a property, for any Riemmanian manifold $M$. We prove that if a homogenous Weyl connection on a manifold, modeled on a unimodular Lie group, is non-positive in a stronger sense (streched non-positive), then it must be locally of the product type.
Optimal Impulse Control Problems and Linear Programming
2009
Optimal impulse control problems are, in general, difficult to solve. A current research goal is to isolate those problems that lead to tractable solutions. In this paper, we identify a special class of optimal impulse control problems which are easy to solve. Easy to solve means that solution algorithms are polynomial in time and therefore suitable to the on-line implementation in real-time problems. We do this by using a paradigm borrowed from the Operations Research field. As main result, we present a solution algorithm that converges to the exact solution in polynomial time. Our approach consists in approximating the optimal impulse control problem via a binary linear programming proble…