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1 A multi-objective synthesis of optimal control system by the network operator method A.I. Diveev Institution of Russian Academy of Sciences Dorodnicyn Computing Centre of RAS, Moscow, Russia (e-mail: [email protected]). Classical problem of optimal control The mathematical model of object of control is set x f x, u x Rn , Initial values x0 x 0 u U Rm R 0 0T x1 xn Terminal condition x t f x f x1f xnf n T Functional is criterion optimization tf J f0 xt ,ut dt min 0 A solution is optimal control ~ ht u Synthesizing function u gx t 0,t f 2 x1 x2 x2 u 3 Synthesis of optimal control u U 1,1 J t f min u~ 1 2 yx1 , x2 1, если a 0 a 0 , иначе 1, if x1 0 , x2 0 2 x x1 2 , if x1 0 , x2 0 2 y x1 , x2 -1, if x1 0 , x2 0 x22 x1 2 , if x1 0 , x2 0 x2 x1 4 Problem statement x f x, u x R n u U Rm Initial values are in closed bounded domain x0 x 0 Ji X0 tf X 0 0T x1 xn n R 0 f 0 ,i xt , ut dx10 dxn0dt min 0 J2 X0 xi t f xi n i 1 i 1, N dx dx dt min f 2 0 1 0 n It is necessary to find the admissible control that satisfies the restrictions T q q q u g x , q where is vector of parameters u gx or 1 p Pareto set is considered to be the solution of problem ~ ~i P g x : i 1, K ~ gxU ~ g i x Jgx g i x P J ~ 5 Theorem 1. Assume X0 is a finite denumerable set X 0 x 0 ,1 , , x 0 ,M Suppose and P̂ ~ P is the solution of the multi-objective synthesis problem. is the solution of the same problem, but with the set of initial condition Then X̂ 0 X 0 ~ P̂ P The network operator 6 The set of variables X x1 , , xn The set of parameters Q q1 , , q p The set of unary operations O1 1z z , 2 z , , W z The set of binary operations O2 0 z , z ,1 z , z , ,V 1 z , z Commutative i z , z i z , z Associative Unit element i i z , z, z i z ,i z , z i ei , z i z ,ei z Унарные операции 7 Binary operations 8 9 The network operator Network operator is a directed graph with following properties: a) graph should be circuit free; b) there should be at least one edge from the source node to any nonsource node; c) there should be at least one edge from any non-source node to sink node; d) every source node corresponds to the item of set of variables of parameters Q ; X e) every non-source node corresponds to the item of binary operations set O2 ; f) every edge corresponds to the item of unary operations set O1 . or 10 Definition 1. Program notation of mathematical equation is a notation of equation with the help of elements of constructive sets X, Q,O1,O2. Definition 2. Graphic notation of mathematical equations is the notation of program notation that fulfills the following conditions: a) binary operation can have unary operations or unit element of this binary operation as its arguments; b) unary operation can have binary operation, parameter or variable as its argument; c) binary operation cannot have unary operations with equal constants or variables as its arguments. Theorem 2. Any program notation can be transformed in graphic notation. 11 k l z , z k l z , m z k 1 l z , z , z k m l z , em k l a, 1 q m a, eq An example y q1 x13 3 x2 x2 1 2 Program notation y 1 1 q1 , 14 x1 , 5 15 0 2 x1 , 2 x2 Graphic notation y 1 1 1 1 q1 ,14 x1 ,5 0 0 , 15 0 2 x1 , 2 x2 Network operator 12 13 Network operator matrix (NOM) Definition 4 Network operator matrix (NOM) is an integer uppertriangular matrix that has as its diagonal elements numbers of binary operations and non-diagonal elements are zeros or numbers of unary operations, besides if we replace diagonal elements with zeros and nonzero non-diagonal elements with ones we shall get an vertex incident matrix of the graph that satisfies conditions a-c of network operator definition.. vertex incidence matrix NOM 0 0 0 Ψ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 14 0 1 0 0 0 0 2 2 0 0 0 0 0 0 0 0 15 0 0 0 0 0 1 0 5 1 0 0 0 A 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 0 1 0 0 0 0 1 1 0 0 0 0 0 0 0 0 1 0 0 0 0 0 1 0 1 1 14 Network operator matrix (NOM) T vector of numbers of nodes for input variables b b1 bn vector of numbers of nodes for parameters s s1 s p T vector of numbers of nodes for output variables d d1 d m T a node vector z z1 z L T xk , if i bk , k 1, n zi0 q j , if i s j , j 1, p e , otherwise ii if ij 0 i 1, L z ji jj z ji 1 , zii 1 ij i 1, L 1 j i 1, L i , j 1, L and vectors of Theorem 3. If we have the NOM Ψ ij numbers of nodes for variables b b1 bn T parameters s s1 s p T T and outputs d d1 d m then it is sufficient to calculate the mathematical expression is described by NOM 14 z z , z 2 z 0 , z 2 z z , z 1 z 1, z 15 z 0 , z 5 z z , z 1,4 1 2 ,4 2 ,5 3 ,5 4 ,7 5 ,6 6 ,7 z41 1 1, 1 z10 2 4 2 5 3 5 4 7 5 6 6 7 1 1 4 0 2 0 5 1 0 4 1 7 0 14 2 0 2 2 0 2 3 2 1 4 3 15 5 5 5 6 0 0 0 Ψ 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 14 0 1 0 0 0 0 2 2 0 0 0 0 0 0 0 0 15 0 0 0 0 0 1 0 5 1 b 2 3T s 1T d 7T z 0 q1 x1 x2 1 0 0 1T 15 Small variations of network operator: 0 - replacement of unary operation by the edge of the graph; 1 - replacement of binary operation in the node; 2 - addition of the edge with unary operation; 3 - removal of unary operation with the edge of the graph. Vector of variations w w1 w2 w3 w4 T w1 specifies the number of variation, w2 is the number of node that the edge comes out, w3 is the number of node that the edge comes in, w4 is number of unary or binary operation. 16 17 The principle of basic solution When solving optimization problems, initially we set the basic solution that is one of admissible solutions, then define small variations of basic solution and create search algorithm that searches for the optimal solution on the set of small variations w 2 2 6 3T 0 0 0 Ψ 0 0 0 0 0 0 0 0 0 0 0 y 0 0 0 0 0 0 0 1 14 0 1 0 0 0 0 2 2 0 0 0 0 0 0 0 0 15 0 0 q1 x13 3 x2 x2 1 2 0 0 0 1 0 5 1 0 0 0 w Ψ 0 0 0 0 y1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 14 0 1 0 0 0 0 2 2 0 0 0 0 0 3 0 0 15 0 0 0 0 0 1 0 5 1 q1x13 3 x2 x2 1 2 x1 The genetic algorithm Ψ 0 ij0 i , j 1, L The basic solution is a basic NOM i 1, H Ψ i w i1 w il Ψ 0 i 1, H W i w i1 , , w il A structural part of chromosome NOM for chromosome i 18 i A parametrical part of chromosome y i i T y1 yM y ij 0,1 j 1, M i 1, H M M1 M 2 R M1 is number of bit for integer part M 2 is number of bit for fractional part i i i T y1 yM <===> Grey code y y i , if j 1 mod M M 0 M1 M 2 j 1 2 i M1 j i i q j i i ck 2 q j k 1M M y q j j 1 , else 1 2 Vector of parameters c i j 1 k 1, R i i T c1 c R j 1, RM 1 M 2 19 An example x1 x2 x10 0 x2 0 V0cos0 x3 0 Rz h0 x4 0 V0sin0 , 0 0 0 x 2 g 0 R z2 x1 x 2 x 2 3 1 32 1 u S0 m x12 x32 Rz x2 x22 x42 e x3 x4 x 4 g 0 R z2 x3 x 2 x 2 3 1 32 1 u S0 m x12 x32 Rz x4 x22 x42 e 20 Pareto set 21 the solution 22 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 8 0 0 0 u , if y u 0 0 0 0 0 0 3 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 u u , if y u 0 0 0 0 0 0 0 0 0 4 0 0 0 0 0 0 y , other 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 9 0 0 0 0 0 0 0 0 1 0 1 0 0 1 0 9 v2 v2 1 e 1 e Ψ 0 0 0 0 0 0 0 1 1 0 3 0 0 3 0 0 y3 z z z z 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 v2 10 12 v2 10 12 1 e 1 e 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 v1 q1 q2v2 1 v1 q1 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 15 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 x12 x32 R z h f / h0 1 x 1 R arctg 1 z 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 v1 Lf x3 h0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 2 2 2 x x R H x1 x 2 x3 x 4 x1 x3 1 3 z f v 2 arctg arctg R z x 2 x3 x1 x 4 x1 L f Rz arctg x 3 23 Fg t, c 24 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 4 0 0 0 8 0 0 0 1 e v2 0 0 0 0 0 0 3 0 0 0 0 0 0 0 0 0 3 z10 z12 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 y 1 e v2 0 0 0 0 0 0 0 0 0 4 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 9 0 0 0 0 0 0 0 0 1 0 1 9 0 1 0 9 v1 q1 q2v2 1 v1 q1 Ψ 0 0 0 0 0 0 0 1 1 0 3 0 0 3 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 z v q q v 1 1 2 2 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 10 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 sgn v2 v2 q3 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 015 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 z12 q4 v1 q1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 v q q v 1 1 2 2