Linear Conic Optimization for Inverse Optimal Control

We address the inverse problem of Lagrangian identification based on trajecto-ries in the context of nonlinear optimal control. We propose a general formulation of the inverse problem based on occupation measures and complementarity in linear programming. The use of occupation measures in this conte...

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Bibliographic Details
Published in:SIAM journal on control and optimization 2016-01, Vol.54 (3), p.1798-1825
Main Authors: Pauwels, Edouard, Henrion, Didier, Lasserre, Jean-Bernard
Format: Article
Language:English
Subjects:
Mathematics
Optimization and Control
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Summary:We address the inverse problem of Lagrangian identification based on trajecto-ries in the context of nonlinear optimal control. We propose a general formulation of the inverse problem based on occupation measures and complementarity in linear programming. The use of occupation measures in this context offers several advan-tages from the theoretical, numerical and statistical points of view. We propose an approximation procedure for which strong theoretical guarantees are available. Finally, the relevance of the method is illustrated on academic examples.
ISSN:0363-0129
1095-7138
DOI:10.1137/14099454X