MODELING AND OPTIMIZATION OF GENERAL HYBRID SYSTEMS IN THE CONTINUOUS-TIME DOMAIN

This paper presents a mathematical formulation for the dynamic optimis ation of hybrid processes described by general state-transition networ ks. In each state, the system behaviour is described by a set of diffe rential and algebraic equations (DAEs). Transitions occur from one sta te to another whenever certain logical conditions are satisfied. The t ime horizon of interest is divided into a number of periods of variabl e duration, with the system potentially being in a different state in each period. Neither the initial nor the final state of the system, no r indeed any of its intermediate states, need to be known a priori. Th e resulting dynamic optimisation problem involves both continuous and discrete variables and is solved using a complete discretisation appro ach. Two examples of the application of the proposed methodology are p resented. (C) 1998 Elsevier Science Ltd. All rights reserved.