A discrete filled function method for the optimal control of switched systems in discrete time

Abstract In this paper, we consider the optimal control problem of discrete‐time switched systems. This problem is formulated as an optimization problem involving both continuous and discrete‐valued variables. It can be transformed into a discrete optimization problem. A metric in the space of switching sequences is introduced and an appropriate discrete filled function is constructed. Then, an algorithm that combines the discrete filled function method and a descent method is developed for solving this problem. For illustration, some numerical examples are solved. Copyright © 2009 John Wiley & Sons, Ltd.