Symbolic computation of variational symmetries in optimal control (original) (raw)

Gauge symmetries and Noether currents in optimal control

Applied Mathematics E-Notes, 2003

We extend the second Noether theorem to optimal control problems which are invariant under symmetries depending upon k arbitrary functions of the independent variable and their derivatives up to some order m. As far as we consider a semi-invariance notion, and the transformation group may also depend on the control variables, the result is new even in the classical context of the calculus of variations.

Optimal Control and higher-order mechanics for systems with symmetries

2012

An interesting family of geometric integrators can be defined using discretizations of the Hamilton's principle of critical action. This family of geometric integrators is called variational integrators, being one of their main properties the preservation of geometric features as the symplecticity, momentum preservation and good behavior of the energy. We construct variational integrators for higher-order mechanical systems on trivial principal bundles and their extension for higher-order constrained systems and we devote special attention to the particular case of underactuated mechanical systems

Geometric reduction in optimal control theory with symmetries

Reports on Mathematical Physics, 2003

A general study of symmetries in optimal control theory is given, starting from the presymplectic description of this kind of system. Then, Noether's theorem, as well as the corresponding reduction procedure (based on the application of the Marsden-Weinstein theorem adapted to the presymplectic case) are stated both in the regular and singular cases, which are previously described.

Quadratures of Pontryagin extremals for optimal control problems

arXiv preprint math/0511355, 2005

We obtain a method to compute effective first integrals by combining Noether's principle with the Kozlov-Kolesnikov integrability theorem. A sufficient condition for the integrability by quadratures of optimal control problems with controls taking values on open sets is obtained. We illustrate our approach on some problems taken from the literature. An alternative proof of the integrability of the sub-Riemannian nilpotent Lie group of type (2, 3, 5) is also given.

Second-order variational problems on Lie groupoids and optimal control applications

In this paper we study, from a variational and geometrical point of view, second-order variational problems on Lie groupoids and the construction of variational integrators for optimal control problems. First, we develop variational techniques for second-order variational problems on Lie groupoids and their applications to the construction of variational integrators for optimal control problems of mechanical systems. Next, we show how Lagrangian submanifolds of a symplectic groupoid gives intrinsically the discrete dynamics for second-order systems, both unconstrained and constrained, and we study the geometric properties of the implicit flow which defines the dynamics in the Lagrangian submanifold. We also study the theory of reduction by symmetries and the corresponding Noether theorem.

Automatic computation of conservation laws in the calculus of variations and optimal control

arXiv preprint math/0509140, 2005

We present analytic computational tools that permit us to identify, in an automatic way, conservation laws in optimal control. The central result we use is the famous Noether's theorem, a classical theory developed by Emmy Noether in 1918, in the context of the calculus of variations and mathematical physics, and which was extended recently to the more general context of optimal control. We show how a Computer Algebra System can be very helpful in finding the symmetries and corresponding conservation laws in optimal control theory, thus making useful in practice the theoretical results recently obtained in the literature. A Maple implementation is provided and several illustrative examples given.

General symmetries in optimal control

Reports on Mathematical Physics, 2004

In this paper we study general symmetries for optimal control problems making use of the geometric formulation proposed in . This framework allows us to reduce the number of equations associated with optimal control problems with symmetry and compare the solutions of the original system with the solutions of the reduced one. The reconstruction of the optimal controls starting from the reduced problem is also explored.

Computing ODE symmetries as abnormal variational symmetries

Nonlinear Analysis-theory Methods & Applications, 2009

We give a new computational method to obtain symmetries of ordinary differential equations. The proposed approach appears as an extension of a recent algorithm to compute variational symmetries of optimal control problems [P.D.F. Gouveia, D.F.M. Torres, Automatic computation of conservation laws in the calculus of variations and optimal control, Comput. Methods Appl. Math. 5 (4) (2005) 387–409], and is based on the resolution of a first order linear PDE that arises as a necessary and sufficient condition of invariance for abnormal optimal control problems. A computer algebra procedure is developed, which permits one to obtain ODE symmetries by the proposed method. Examples are given, and results compared with those obtained by previous available methods.

Geometric Integrators for Higher-Order Variational Systems and Their Application to Optimal Control

Journal of Nonlinear Science, 2016

Numerical methods that preserve geometric invariants of the system, such as energy, momentum or the symplectic form, are called geometric integrators. In this paper we present a method to construct symplectic-momentum integrators for higher-order Lagrangian systems. Given a regular higher-order Lagrangian L : T (k) Q → R with k ≥ 1, the resulting discrete equations define a generally implicit numerical integrator algorithm on T (k−1) Q × T (k−1) Q that approximates the flow of the higher-order Euler-Lagrange equations for L. The algorithm equations are called higher-order discrete Euler-Lagrange equations and constitute a variational integrator for higher-order mechanical systems. The general idea for those variational integrators is to directly discretize Hamilton's principle rather than the equations of motion in a way that preserves the invariants of the original system, notably the symplectic form and, via a discrete version of Noether's theorem, the momentum map.

Geometry of Optimal Control Problems and Hamiltonian Systems

Lecture Notes in Mathematics, 2008

These notes are based on the mini-course given in June 2004 in Cetraro, Italy, in the frame of a C.I.M.E. school. Of course, they contain much more material that I could present in the 6 hours course. The goal was to give an idea of the general variational and dynamical nature of nice and powerful concepts and results mainly known in the narrow framework of Riemannian Geometry. This concerns Jacobi fields, Morse's index formula, Levi Civita connection, Riemannian curvature and related topics. I tried to make the presentation as light as possible: gave more details in smooth regular situations and referred to the literature in more complicated cases. There is an evidence that the results described in the notes and treated in technical papers we refer to are just parts of a united beautiful subject to be discovered on the crossroads of Differential Geometry, Dynamical Systems, and Optimal Control Theory. I will be happy if the course and the notes encourage some young ambitious researchers to take part in the discovery and exploration of this subject. Contents I Lagrange multipliers' geometry 3