Best Approximation Optimal Control for Infeasible Double Integrator and Douglas--Rachford Algorithm

We consider the problem of finding (in some sense) the best approximation control for an infeasible double integrator. The control function is constrained by upper and lower bounds that are too tight and thus cause infeasibility. The infeasibility is characterized by a gap function (representing the separation between two constraint sets) whose squared ${\cal L}^2$-norm is to be minimized to find the best approximation control solution. First, we review the existing results for problems involving a general linear control system. Then, for the infeasible double integrator problem, we present an analytical solution for the bang–bang control with at most one switching. The infinite-dimensional optimization problem is reduced to the problem of solving two algebraic equations in two variables, to compute the switching time and gap function. We discuss numerical approaches to solving the system of equations. Finally, we describe the (relaxed) Douglas–Rachford algorithm for the double integrator problem and carry out numerical experiments to illustrate the implementation of the algorithm and test performance.

💡 Research Summary

The paper addresses the optimal control of a double integrator when the admissible control bounds are so tight that the original problem becomes infeasible. The authors formulate the infeasibility in terms of two closed convex sets in the Hilbert space L²(