Robust Discrete-Time Pontryagin Maximum Principle on Matrix Lie Groups

Discrete-time Maximum Principle on matrix Lie groups

In this article we derive Pontryagin’s Maximum Principle (first order necessary conditions for optimality) for discrete-time optimal control problems on matrix Lie groups. These necessary conditions lead to two point boundary value problems, and these boundary value problems are further solved to obtain optimal control functions. Constrained optimal control problems, in general, can be solved o...

A frequency-constrained geometric Pontryagin maximum principle on matrix Lie groups

In this article we present a geometric discrete-time Pontryagin maximum principle (PMP) on matrix Lie groups that incorporates frequency constraints on the controls in addition to pointwise constraints on the states and control actions directly at the stage of the problem formulation. This PMP gives first order necessary conditions for optimality, and leads to twopoint boundary value problems t...

The Pontryagin Maximum Principle

Theorem (PontryaginMaximum Principle). Suppose a final time T and controlstate pair (û, x̂) on [τ, T ] give the minimum in the problem above; assume that û is piecewise continuous. Then there exist a vector of Lagrange multipliers (λ0, λ) ∈ R × R with λ0 ≥ 0 and a piecewise smooth function p: [τ, T ] → R n such that the function ĥ(t) def =H(t, x̂(t), p(t), û(t)) is piecewise smooth, and one has ̇̂ ...

The Maximum Principle of Pontryagin

Hamilton-Pontryagin Integrators on Lie Groups

In this thesis structure-preserving time integrators for mechanical systems whose configuration space is a Lie Group are derived from a Hamilton-Pontryagin (HP) variational principle. In addition to its attractive properties for degenerate mechanical systems, the HP viewpoint also affords a practical way to design discrete Lagrangians, which are the cornerstone of variational integration theory...