Neighboring optimization for constrained control problems in real time

A neighboring trajectory closed-loop control is proposed for fixed-horizon constrained optimal control problems. The lower level of the algorithm adjusts the switching times based on the linearization of the optimal controller and performs reduced optimization with a change of control structure, whereas the upper level finds the optimal control and recalculates the linearization each time the deviation from the optimal solution becomes too large. The linearized switching controller is analytically derived. A comparison with full repetitive optimization shows that the new method gives good disturbance rejection at low computational cost.