학술논문

Inverse Parametric Optimization in a Set-Membership Error-in-Variables Framework
Document Type
Periodical
Source
IEEE Transactions on Automatic Control IEEE Trans. Automat. Contr. Automatic Control, IEEE Transactions on. 62(12):6536-6543 Dec, 2017
Subject
Signal Processing and Analysis
Optimization
Trajectory
Linear programming
Uncertainty
Optimal control
Noise measurement
Constraint satisfaction problem (CSP)
error-in-variables (EIVs)
interval analysis
inverse optimal control (IOC)
inverse optimization
optimal control
optimization
Language
ISSN
0018-9286
1558-2523
2334-3303
Abstract
In this study, we aim to recover the interval hull of the set of feasible cost functions that can make uncertain observations optimal for a class of nonlinear constrained parametric optimization problems when all uncertainty and disturbances acting on observations or modeling are taken bounded but otherwise unknown. Fostering on inverse Karush–Kuhn–Tucker optimality conditions, we first state the solving equations as a constraint satisfaction problem, then show how to derive a safe overapproximation of the feasible solution set combining standard numerical tools and a posteriori validation with guaranteed methods based on interval analysis. The approach is evaluated on two well-tuned numerical examples: A discrete unicycle robot model and a planar elastica model, respectively.