Penalised and constrained geodesics in geometric control theory

Abstract

In many problems in optimal control, one seeks to minimise an objective function subject to constraints on the velocity of the system. Imposing these constraints directly -- the ``hard-constrained'' approach -- is often analytically and computationally challenging. A natural alternative is to penalise violations of the constraints, solving a sequence of ``soft-constrained'' problems indexed by a penalty parameter $q$, and hoping that solutions converge to solutions of the hard-constrained problem as $q\to \infty$. We show that this approach is justified when applied to a broad class of geometric control problems on a Riemannian manifold $(M,g)$. We first consider the case where there are no autonomous dynamics, and so the control problem reduces to the problem of finding a curve of minimal length or energy between two points, subject to a nonholonomic velocity constraint/penalty determined by the choice of a bracket-generating subbundle $D$ of $TM$. We show that any sequence of solutions to the soft-constrained problem has an accumulation point which is a solution to the hard-constrained problem. Subsequently, we show how to transform a broad class of optimal control problems to the problem of finding a geodesic, by trivialising the inherent dynamics of the system using a change of coordinates inspired by the interaction picture transformation in quantum mechanics.

18 pages