2010 IEEE 26-th Convention of Electrical and Electronics Engineers in Israel

Algorithm for Optimal Mode-Scheduling in

Switched-Mode Hybrid Dynamical Systems
Yorai Wardi and Magnus Egerstedt
School of Electrical and
Computer Engineering
Georgia Institute of Technology
Atlanta, GA 30332
USA

Abstract—This paper proposes an algorithm for optimal mode
scheduling in switched-mode hybrid dynamical systems. The
variable parameter consists of the sequence of modes and the
switching times between them, and the cost criterion has the form
of an integral of a suitable cost function over the state trajectory.
The sequencing variable is discrete and hence the problem cannot
be solved by standard optimal control techniques. Furthermore,
as it is common in optimal scheduling, the problem may be
NP hard. In order to ensure computability we replace global
optimality by a suitable notion of suboptimality that reflects local
minima of schedules. We propose an effective algorithm, prove
its convergence, and demonstrate it on an example.
I. S UMMARY
Switched-mode dynamical systems have the form
ẋ = ∈ {fα (x, u) : α ∈ A},
where x ∈ Rn is the state trajectory, u ∈ Rk is the control
input, A is a finite set, α ∈ A represents a particular mode
of the system, and fα : Rn × Rk → Rn is the dynamic
response function associated with the α-related mode. Many
applications involve minimizing a cost functional J of the form
 T
J = L(x, u)dt (2)
0 suboptimal in a suitable sense. The main idea underscoring the
n k
where L : R × R → R is a suitable cost function. The
problem we address if to minimize J as a function of the
sequence of modes α ∈ A and the control input u.
This optimization problem is essentially an optimal control
problem with the additional feature that the variable parameter
consists not only of the continuous control u but also on
the schedule of the system’s modes. Consequently, existing
algorithms for the traditional optimal control problem (where
the parameter consists of u alone) cannot be used for the
mode-scheduling problem. At the same time, due to the
increase in the relevance of switched-mode systems in various
application domains, there has been a growing interest in the
switched-mode optimal control problem and in effective algo-
rithms for its solution. The mode-scheduling parameter has a
discrete component and a continuous component. The discrete
component consists of the sequence of modes, whereas the
continuous component consists of the switching times among
them. While the continuous parameter can be handled via
standard optimal control techniques, the discrete parameter
provides the main challenge to the development of algorithms
for the optimal scheduling problem.
Most of the algorithms developed in the past ten years for
the optimal mode-scheduling problem consider a fixed mode-
sequence and optimize J only with respect to the continuous
(timing) variable. Only few works investigate algorithms for
minimizing the cost criterion J with respect to the discrete
(sequencing) parameter, and the problem remains a focus of
current research efforts. In a previous work we devised an
algorithm that alternates between the two parameters: for a
given mode-sequence it optimizes the cost criterion J with
respect to the timing parameter, and then it adds one new
mode to the sequence. This algorithm is ad hoc and may not
(1)
work well on realistic problems. In this paper we propose
an apparently better algorithm that appears to have far-faster
convergence towards local minima.
It must be mentioned that most optimal-scheduling prob-
lems are NP hard, and therefore global minima are incom-
putable. This is also the case for the problem under con-
sideration in this paper. Therefore we trade off optimality
for computability, and focus on computing schedules that are
algorithm that we develop is to search for needle variations
in a given schedule and related mode-insertions that yield
the largest-possible descent in J. These mode-insertions are
performed not at a finite number of points, but throughout
entire subintervals of the time-horizon. We prove that with
such an approach, a descent in J can be obtained that is
proportional to the distance (in a suitable sense) of the mode-
schedule from being suboptimal. Consequently, the algorithm
tends to advance (in terms of descents in the cost criterion)
faster when the schedules are far away from the optima, and
slow down only when suboptimal schedules are approached.
The presentation of this paper will consist of the problem’s
presentation and a survey of established techniques, followed
by a description of our algorithm and its provable convergence
properties. The discussion will conclude with numerical exper-
iments corroborating the theoretical developments.

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