Mathematical programming formulation and

optimum design of robot control system

Nand K. Jha

Department of Mechanical Engineeting, Manhattan College, Riverdale, NY

Jha Prabhudutt

Program in Advanced Manufacturing, University of California, San Diego, CA

Mathematical programming formulation for nonlinear optimal robot control has been attempted using
geometric programming. The objective is to minimise the error subject to stability and torque constraints. In
particular, the condensation approach of geometric programming along with Persaoal’s theorem has been used
for modeling. The relationships of sampling time versus the proportional gain (K,), integral gain (K,), and the
derivative gain (K, I are studied. The control parameters (K,, K,, KiI decrease with time before it becomes
flat. The stabilityand torque constraints effect the control gains substantially and uniquely It is also concluded
that geometric programming is an eficient mathematical technique for the nonlinear control of robotic system.
0 1996 by Elsevier Science Inc.

Keywords: optimal design, geometric programming, PID controller, stability constraint

1. Introduction a special technique must be used to analyse nonlinear

behavior.
An industrial robot is a programmable mechanical manip-
Increasingly, difficult tasks with better position accu-
ulator that is equipped at its end with a work device called
racy will be required of robotic manipulators by the auto-
an end deflector (or tool) and is capable of performing
mated industry of the future and in space applications. A
factory work ordinarily done by human beings. This mod-
robotic manipulator under hierarchical intelligent control
ern robotic system consists of at least three major parts: i)
should possess the ability of act autonomously without full
the manipulator, which is a mechanical moving structure
knowledge of its environment. However, the ability to
serially connected by joints; ii) the drive, which actuates
perform efficiently in complex anthropomorphic tasks un-
the joints of the manipulator; and iii) the computer, which
der the supervision of higher levels of hierarchy requires
controls and stores the task program. An n-degree-of-
accurate motion, controlled by the low-level hardware.
freedom manipulator contains n joints or, in more gen-
Most small to medium-sized robots utilize DC servo-
eral terms, n axes of motion. The actions of the individual
motor actuators. These are two alternatives methods of
joints must be controlled for the manipulator to perform a
controlling the motion of a robot arm driven by a DC
desired motion cycle. The degree of flexibility of control,
motor. The approach most common to robot manufactur-
like most other capabilities of the robot, is directly related
ers and researchers at U.S. universities is to control the
to the sophistication of the software within the controlling
torque of the robot arm’ by manipulating the motor
computer. Actual systems are nonlinear in behavior, and
current. Another approach is to control the motor rota-
we may represent their behavior by linear models within a
tional speed by the manipulation of motor voltage, fol-
limited range. The robotic system behavior cannot be
adequately described by linear approximations, and hence lowed mostly in Europe and Japan.
The straightforward application of necessary torque at
each joint to move the manipulator object and to over-
come friction, gravity force, and dynamic torques due to
Address reprint requests to Prof. Nand K. Jha, Department of Me- the moment of inertia is advantageous. If the torque
chanical Engineering, Manhattan College, Riverdale, NY 10471. applied is larger than required, it is transmitted to higher
acceleration and consequently higher velocity, with disas-
Received June 26, 1996; accepted June 12, 1996 trous consequences. The alternative approach of velocity

Appl. Math. Modelling 1996, Vol. 20, November

0 1996 by Elsevier Science Inc. 0307-904X/96/$15.00
655 Avenue of the Americas, New York, NY 10010 PII SO307-904X(96)00093-7
Mathematical Programming Formulation and Optimum Design of N. K. Jha and J. Prabhudutt

control has the advantage of reaching the target point
smoothly. However, the torque is not controlled and it is
not suitable for tasks that require a constant torque or
force. The selected control approach is dependent on the
application of environment in which the robot arm oper-
ates.
The purpose of the controller is to compare the actual
output of the plant with the input command and to
provide a control signal that will reduce the error to zero
or as close to zero as possible.
The PID controller can be represented by
and the transfer function is
(2)
PID control provides quick response, good control of
system stability, and low steady-state error. Therefore
optimum control of the manipulator becomes very impor-
tant and useful for accuracy and for improving perfor-
mance. The optimal control will allow us to determine the
system configuration or design that will optimize system
performance with respect to selected criteria.
During the last two decades several control methods
have been developed for robotic manipulators.2-4 In liter-
ature concerned with the dynamic control of manipula-
tors, the complexity of nonlinear dynamics is emphasised,
and various methods that compensate all nonlinear terms
in dynamics in real time are developed to reduce the
complexity of control systems.5m7 However, these methods
require a large amount of complicated calculation, so that
it is difficult to implement these methods with low-level
controllers such as microcomputers. For most industrial
robots, each joint of the manipulator is independently
controlled by simple linear feedback.6 However conver-
gence to a target position is difficult for a general nonlin-
ear mechanical system. Totani et a1.7 discussed the motion
of the transferred object itself, and a mathematical model
for the object motion is derived from an optimal control
point of view.
To control the manipulator motions reasonably, opti-
mal control theory may be applied.8m’” Bohn’ used a
process of condensation to develop a geometric program-
ming approach to the necessary conditions for a con-
strained optimum in an elementary way for trajectory
planning. Shin et al.” used the dynamic programming
technique for the general case where 1) the actuator
torque limits are dependent one another, 2) the cost
functions can have an arbitrary form, and 3) there is
constraint on the jerk or derivative of the acceleration.
They have shown that the dynamic programming solution
converges as the grid size decreases.
Thompsoni presented an improved procedure for de-
signing multivariable PID controllers for an unidentified
plant. It is assumed that the open-loop plant is stable, and
responses to step inputs are basically nonoscillatory.
Hollerback13 suggested a design of a force-reflecting posi-
tional controller for a teleoperator. It required a position
sensor and a torque sensor on the input shaft as well as on
the output shaft. The resulting double-loop control system
yielded a complicated stability problem.
Many of these theories of optimal control lack applica-
bility. The existing methods do not guarantee that the
singular configuration will be avoided while optimising the
error function. It may lead to large joint torques and joint
accelerations. It is also observed that motions with opti-
mal joint torques are usually associated with large joint
speeds and joint accelerations. To overcome this problem,
this article proposes the minimisation of angular position
under torque and stability constraint.
In this paper a mathematical model for optimal control
of a robot is developed. The solution of the optimal
control model is carried out through a nonlinear program-
ming technique. The geometric program (GP) is a class of
nonlinear program. The papers14-16 show that geometric
programs have certain intrinsic characteristics not found
in other optimisation techniques. GP can be effectively
used to resolve the difficulties of optimal control of a
prescribed end-effector motion and a prescribed initial
manipulator configuration. The optimal control problems
inherently involve optimisation of dynamic systems. The
dynamic system solutions are computationally difficult and
involve repetitive solution of vector differential equations
during each step of a gradient-based search procedure.
For these reasons the user sometimes prefers to employ
classical frequency response methods for the design of a
single-input/single-output system.17 The main disadvan-
tage of the classical approach is the lack of systematic
procedures for choosing compensators to the satisfaction
of real-world constraints. The modern design approach to
dynamic compensation is based on optimisation and simu-
lation using digital computers. The professional control
engineer should be familiar with both classical and mod-
ern control modeling techniques.
The main thrust of this paper is to derive an optimum
relation between system and compensator parameters. It
is demonstrated how geometric programming can offer
the designer a clear insight into the optimum pole place-
ment problem and that it has the added advantages of
modest computational and data processing requirements.
Such advantages are also important for real-time imple-
mentation of adaptive control in space and hazardous
waste disposal, an area of considerable interest.
Geometric programming has been shown to be an
effective design tool for a special class of nondynamic
system. Much effort has gone into overcoming the original
GP restrictions so that it would be applicable to a broader
class of systems. 18~20 The development of efficient com-
putational algorithms has, however, lagged considerably
behind theoretical developments. GP applications at pres-
ent are mainly in the area of nondynamic systems.
Straightforward extensions of quasistatic dynamical sys-
tems have been made.20 Hence the aim of the paper is to
develop a mathematical model for an optimal compen-
sator, subject to a time-delay response constraint, and
then solve it. By expressing the performance index and
constraint in posynomial form, it is shown that the GP
approach results in simple explicit equations for the opti-

854 Appl. Math. Modelling, 1996, Vol. 20, November

 Mathematical Programming Formulation and Optimum Design of: N. K. Jha and J. Prabhudutt

mum compensator parameters. It is hoped that the geo- subject to

metric program will replace a large number of transfer
functions used in the classical model of a complex robotic TITI N
system by a single matrix vector equation and automati-
cally include the initial conditions.
g,(x) = c umtc,,c x,umin
5 o;, (7)
I=1 n=l

form=1,2,3 ,..., M
forX,>O,n=1,2 ,..., N
2. Mathematical programming technique
Most optimal control problems are inherently nonlinear in where N is the number of total variables.
nature. In real-world applications, only constrained non- The above GGP problem has a dual problem associ-
linear mathematical programming techniques such as the ated with it.*’
reduced gradient method, dynamic programming, and geo-
metric programming are found to be useful for the opti-
mal design of control systems. The constrained nonlinear Dual problem. Maximize
program is usually described in the following manner.
Minimize

(8)
f(x), x=[x,,x, )..., XJEP (31

subject to subject to constraints

h,(x) = 0; k=1,2,3 ,..., K (4) t0

c “0tWot = a0
t= 1
(9)
gj(d 2 O; j=1,2,3 ,..., J (5)
M Trn
where x represents a point that minimizes f(x) while W,,=O
C C umtamrn forn=1,2,...,N (10)
m=o t=1
satisfying conditions h,(x) = 0 and g,(x) 2 0, commonly
referred to as Karush-Kuhn-Tucker (KKT) points. The
design variable x must assume specific values in the where
design space that satisfies equations (4) and (5) before
being considered a feasible point.
W,” = a, 5c&w,, 2 0; m=0,1,2 ,..., M

2. I. Geomettic programming
(11)
Geometric programming is a recently developed tech-
nique for solving algebraic nonlinear functions subject to W,, 2 0 and definitions of Signum functions are
linear or nonlinear constraints. The structure of geometric
programming is more appealing to engineers. The design,
manufacturing, and control problems are more fully ex- um =fl, m=0,1,2 ,..., M; %t = fl,
plainable through this technique. Geometric programming
(GP) has special features that are noteworthy for investi- t= 1,2,..., T,,m=0,1,2 ,..., M (12)
gating the optimum design of robot control systems. Other
nonlinear programming techniques involving repetitive so- Once the dual variables W,, are known, the corre-
lutions do not produce a globally optimal solution for sponding primal values x, can be determined. The geo-
prescribed end-effort motion. There are many different metric programming algorithm described below is based
geometric programming algorithms. However because of on a constraint derivative concept. The algorithm gener-
its recent development, no standard software is readily ates the number of equations necessary to find unique
available. values of dual variables. The complex transfer function
A general geometric program (GGP) is formulated2” as will be represented by a matrix vector equation described
follows. later. The algorithm proceeds as follows:
1. Partition the dual variables vector W into two mutu-
ally exclusive sets y and z, i.e., W = (y,z). The vector y is
Primal problem. Minimize designed as a set of (N + 1) dependent or decision vari-
ables, and z is a set of (T-N - 1) independent or state
T0 N variables. Any (N + 1) among the T independent vari-
g,(x) = c a(,tC(J, n xn”“‘n (6) ables could be chosen as the decision variable. Let M = N
n=l
t=1 + 1.

Appl. Math. Modelling, 1996, Vol. 20, November 855

Mathematical Programming Formulation and Optimum Desigi of: N. K. Jha and J. Prabhudutt

2. A nonsingular Jacobian matrix, J, of the coefficients and

of decision variables is determined as

dh,/dy, dh,/dy, ‘.. dh,/dy,

J =g(y> =
dh,jdy, dh,/dy, ..’ dh,/dy,
I
t= 1,2,..., T,,m=1,2 ,..., M (18)
X(MXM) (131

3. A central matrix C is determined for the state

variables (independent variables) where

J =g(z) 3. Optimal modeling of the robot system

:(T-N- 1
dh,/dz, dh,/dz, ... dh,/dz,-,
=

Ix(h4x
dhj;dz, dh,/dz,

1))
... dh,/dz,-,

(14)
3.1. Analysis of the optimal robot control problem

In robot operation the primary concern is smooth and

error-free positioning. The main objective is to derive the
robot joint-link’s servo responses to quantify the position,
velocity, and acceleration error and then to devise com-
4. Matrix J is inverted and postmultiplied by C to form pensation techniques for the improvement of robot kine-
a matrix J-‘C of since Mx(T-N- 1). matic performance. Normally the gain for a PID control is
5. Logarithms of the dual function and its gradient are presented as
determined. F(W) is a row vector consisting of the compo-
nent log[(W,,)/(C,,W,,)] ordered in a specified se- s21K,K, +sK,K, + K,K,
quence, with the first (N + 1) corresponding to the se- G,,,(s) = (19)
lected state variables and the last (T - N - 1) correspond- s2(%Je,, + R,f,, + K,K,)
ing to the selected decision variables, where W’s are dual
variables. and the closed-loop transfer function relating the actual
6. Then they are put in the relation angular displacement [e,(s)] to the desired angular dis-
placement [e$s>] is
dF(W,,)/dW,, = 0 = VF(W,,)I, -J;lc (15)
I I O,(s)
-= GmSs)
where I, is a diagonal matrix with diagonal elements as @d,(s) 1 + G,,,(s)
u rntt also ordered as in (16) to account for the signomial
case. When it is pure posynomial, I, = I (an identity s2K,K, + sK,K, + K,K,
matrix). The identity matrix is always (T - N - 1) x (T - = s3R,J,ff+s2(R,f,fr+K,Kb+K,+K,)
N- 1). +sK,K, -I-K,K,
7. In step 6 a set of nonlinear equations is generated,
equal in number to the degree of difficulty (DOD), i.e., (20)
(T - N - l), so that the total number of equations is
Therefore
T=(T-N-ll+(N+l) (16)

The degree of difficulty can be reduced either by reducing (s2K,K, +sK,K, + K,K,)Od,(s)
the total number of terms (T) or by increasing the num- O,(s) =
s3R,J,,+s2(R,f,,+K,K,+K,K,)
ber of primal variables (X). The reduction in the number +sK,K, + K,K,
of terms can be accomplished by partial condensation of
the signomial function g,(X). The condensation point X (21)
need not be explicitly specified. If need be, the signomial
function could be fully condensed to a monomial.‘8*‘9 After including the disturbance D(S) in the transfer
8. The number of nonlinear equations is now solved by function O,(s)/&), we get
parameter estimation to get the dual variables.
9. Then find the primal variables X:
O,(s) -snR,
-=
D(s) s~R,J,~~+s’(R,~,~~+K,K~+K,K,)
wo,oogo(x)~ t= 1,2,...,T, +sK,K, + K,K,
(171 (22)

856 Appl. Math. Modelling, 1996, Vol. 20, November

 Mathematical Programming Formulation and Optimum Design of N. K. Jha and J. Prabhudutt

Therefore torque is

-snR,D(s) T(t) =D(e(t)>&t) +h(e(t), e(t)) + C(Nt))

O,(s) =
s3R,J,,+s2(Raf,,+K,Kb+K,K,) (31)
+sK,K, + K,K,
where 0 is a function of x. Therefore, the torque con-
(23) straint function becomes

From (21) and (23) and using the superposition princi- TV I Ki (32)
ple, we get
where Ki is a maximum torque for the i-joint.
(s*K,K, + sK,K, + K,K,)Od,(s) Consequently, a mathematical model for the robot
-snR,D(s) control including an objective function, stability con-
G,(s) = s3R J straints, and torque constraints is developed. By using the
a eff constrained GP optimisation technique, the optimal value
+s2(R,f,,+K,K,+K,K,)+sK,Kp+K,K, of x is obtained by minimising the error objective function
(performance index) under the real-world constraints of
(24)
stability and torque.
Let p = st,, where t, is a time-scaling design parame-
ter. Use of t, allows the characteristic equation for the 3.2. Objective finction
closed-loop system poles to be expressed in the nondimen-
sional form, For a step input of magnitude A, i.e., Of(s) =,4/s and
disturbance D(s) = B/s, the error function E(s) is devel-
(25) oped as follows:

where E(s) = @d,(s)- O,(s)

[R,J,,s3 + C&f,, + K,K,)s210~(s)
(Rafe,, +K,K, + K,K,k, +nR,D(s)s
x, = (26)
R, Jeff E(s) = (33)
R,Jeffs3 + C&f,, + K,K, + K,K,)s2
(K,K,>t,2 +K,K,s + K,K,
(27)
x2 = R,J,, AR,Je_,s+ (Raft, + K,K,)A
+nR,B
(K,K;>t,j E(s) = (34)
x3 = R,J,,
RaJcffS3
+ (Rafeff
+ K,K, + K,K,)s2 + K,K,s i- K,K,
are the components of a coefficient vector x. It is seen
using equations (26), (27), and (28) and putting
from equation (25) that x solves the pole placement prob-
lem. Equations (26), (27), and (28) are the PID controller
(R,f,, + K,K,)A + nR,B
adjustment equations. To specify x in an optimum manner C”= , ~1=A, c* = 0
requires the introduction of a performance index and Ra Jeff
suitable constraints. Performance indices of the form
and

d,, =x3x;‘, d, =x,x,~, d, =x,x;‘,

d,= 1, t, =x4,
are tabulated for linear systems22 and can be easily con-
verted into a ratio of signomials and expressed in terms we get
of x.
We can obtain i-constraints for stability by using the c*s*+ CIS + cg
Routh-Hurwitz criterion: E(s) = (35)
d3s3 + d2s2 + d,s + d,

gi(x) > O, i=1,2,3 ,..., i (30) Now it is necessary to evaluate integrals of the form

There are a number of ways of obtaining the dynamic

equations of a robot arm, i.e., the equations that relate I = /-= f,(t>f2(t> dt ... (a) (36)
joint forces and torques to position error. The Lagrange
formulation of mechanism dynamics yields a set of differ- Parseval’s theorem allows such integrals to be evaluated
ential equations that are easy to manipulate for robot in the frequency domain, thereby providing a convenient
control problems. The dynamic equation of motion for technique for solving a variety of problems. Persaval’s

Appt. Math. Modelling, 1996, Vol. 20, November 857

Mathematical Programming Formulation and Optimum Design of: N. K. Jha and J. Prabhudutt

-I
theorem converts I into the corresponding frequency do- x2x4 -x1 -‘x3x,220 (46)
main form as
x3xp 2 0 (47)

I= &Jr Hs)E(-s)ds...(g)
a
(37)

3.4. Torque constraints

The above equivalent integral representations proved use-
ful in solving the optimal control problem. Integrals of the The actual dynamic model of a robot arm can be obtained
frequency form can be evaluated directly in terms of the from known physical laws of Newtonian and Lagrangian
E(s) numerator- and denominator-polynomial coeffi- mechanics. This leads to the development of the dynamic
cients, making it unnecessary to factor the denominator equations of motion for the various articulated joints of
polynomial. By using Parseval’s theorem*, we get objec- the manipulator in terms of specified geometrical and
tive function I for error function (35) as inertial parameters of the links. Conventional approaches
like the Lagrange-Euler (L-E) and Newton-Euler (N-E)
c;d,d, + (c; - 2c,c&d, + c;d,d, formulations could then be applied systematically to de-
I= (38) velop the actual robot arm motion equations.
2d,d,( -d,d, + d,d,)
The torques/forces depend on the manipulator’s physi-
and simplified as cal parameters, instantaneous joint configuration, joint
velocity and acceleration, and the load it is carrying. The
L-E equations of motion provide explicit state equations
for robot dynamics and can be utilised to analyse and
(39) design advanced joint-variable space strategies.
Hence applying the Lagrange-Euler formulation to the
Lagrangian function of the robot arm, the torque T(t) can
This is the objective function of x as control variables. be computed from the dynamic equations of motion23 as
From equations (26), (27), and (28) we can derive
70) = (7,(f),T2(f) ,...) dt>f (48)
K = We_~x,x,’
- &Jeff
” -Kb (40)
Ka where T represents transpose of torque matrix.
Here a robot of two equal links I is considered for
K = RaJef,x,x,2 illustration. These make joint angles 0, and 02, respec-
P (41)
K, tively, with the positive x-axis. The masses and moment of
inertia of the two links are m,, I, and m2, Z2, respectively,
K. I = RaJeffx3x,” (42)
depending upon the materials used. The joint torques
K, applied at the two links are denoted by 7, and r2, with the
positive direction out of the plane.
The torques on the first and second joints are T,(O)
and r,(O), respectively. Applying equation (31) to the first
3.3. Stability constraints and second joints, we get
The stability of a control described by a linear time-
invariant model can be investigated by finding the roots of T, = +m,l*B, + +rn,l*tif sin 0,
the characteristic equation. A simple method of stability + jm,glcos(O, + 0,) (49)
analysis, without actually finding the exact location of the
roots of the characteristic equation, is based on the Routh and
criterion. Certain conclusions regarding the stability of a
system can be drawn by inspecting the coefficients of its r2 = fm,1*8, + +rn,l’ti; sin O2
characteristic equation in polynomial form:
+ +m,gl cos(0, + 0,) (50)
q(s) = R,J,,s” + (R,f,, + K,K, + K,K,)s2
Finally, the torque constraints for joints 1 and 2 are
+ K,K,s + K,K, (43)
+m,l%, + +m,12@ sin 0, + +m,gl cos(0, + 0,)
Substituting equations (401, (41), and (42), into equation
(43) and dividing by RaJeff, we get SK, (51)

q(s) =s3 +x,x,‘? +x,x,% +x,x,3 (44) +m212ki2+ +m212fi,2sin e2 + +m,gl cos(0, + 0,)
SK, (52)
By using the Routh stability criterion” we get three
stability constraints as follows:
Now /3,, (b,), (e,), (O,), (i,), (6,) must be calculated.
Equation (24) is converted to a t-domain function O(t)
x,x,’ 2 0 (45)
from the S domain by Laplace inverse transformation.

858 Appl. Math. Modelling, 1996, Vol. 20, November

 Mathematical Programming Formulation and Optimum Design of. N. K. Jha and J. Prabhudutt

By assuming 13:(s) =A/s*, D(s)= B/s, and t, =x4,

we get

(AK,K, -nR,B)(R,J,,IP’s” + (AK,K,)(R,J,,)F’s + (AK,Ki)(Ra~eff)~’

0,(s) = (53)
s2(s” +x,x,‘? +x,x,2s +qxq3)

fore, at t = 0, equations (621, (63), and (64) are as follows:

The above equation is rewritten as
e,(t = 0) = G, + G, + G, (65)
c,s* + c*s + cg
e,(s) = (54) &(t = 0) = G,s, + G,s, + G,s, (66)
?(s” + c$ + css + c,)
i,(t = 0) = G,s; + G,s; + G,s,2 (67)
where
where
(K,K,A - nR,B) K,K,A
c, = N,x; + N4xg + N5
RaJ,, ’ C*=K1
G, = (x,-x&, -x,)
KaK,A -1
cg =xzxp,
N3x; + N4xg + N5
c4=x,x4 9
cg= R,J,,
G2 = (X6 -x,)(x, -x,1
-3
C6 ‘X3X4 N,x; + N4x, + N,
G3 = (x,-x&x7-x,>
Equation (54) can be factored into two terms:
and
N,s+N, N,s* + N4s + N,
(55)
eL(s)= s* + s3+c 4 s*+c5 s+c 6
N, =0 N,=A N3 = 0 N4= -A

N, =0.5236x,x,’ -Ax,x,* - 83.0

Let s,,s2, s3 be the roots of the denominator of the
second term of equation (55). The three equality con- The torque constraints equations (51) and (52) should
straints are be applied along with three stability constraints.

s; + c4s: + cgs, + Ch = 0 (56)

s; + c,s; + css* + Ch = 0 (57) 4. Optimal robot control system design

The selection of ideal mix (K,, K;, K,) of control strate-
s.; + c,s:: + cgsj + cg = 0 (58) gies for a given robotic system is the objective of control
system optimisation. Optimisation requires detailed analy-
Assuming x 5 =s,> x6 =s2, x, = s3, the above equations sis, and the convenience of Laplace transformations be-
in x are comes almost essential to manage the complexity of the
process variations through time. The entry of the digital
x:: + c4x; + csxg + cg = 0 (59) process control gave rise to digital sampling of continuous
process variables for analysis and control. Digital sampling
x6”+ c4x; + CSXh+ C6 = 0 (60) added a new dimension to continuous control system
x: + c,x,’ + cgx, + cg = 0
optimisation called the sampled data system.
(61)

Converting e,(s) to e,(t), we get 4.1. Minimum error problem

e,(t) = N, + N2t + G,e(“l” + G2ecrzt) + G3ecS3’) The performance index based on the minimisation of
positional error under the stability and torque constraints
(62) is developed. The specifications of a two-link robot are
presented below.
e,<(t) = N2 + G,s,e(S?‘) + G3s3e(r3r) (63)
1
i,(t) = G,sfecSl’) + G2s~ecsz’) + G3s_:e(S’f) (64) J, = 12 X 10e4 kg-m-s2/rad,
a,==

The angular displacement, velocity, and acceleration J, = 3 X 10P4 kg-m-s2/rad

equations are developed under the condition that the
fL = 0.03 kg-m-s/rad, f, = 0.03 kg-m-s/rad,
torque will be a maximum in the beginning of the rota-
tion, as it has to overcome the maximum friction. There- R, = 5 ohms

Appl. Math. Modelling, 1996, Vol. 20, November 859

Mathematical Programming Formulation and Optimum Design of: N. K. Jha and J. Prabhudutt

K, = 3 kg-m/A, K, = 0.0125 v-s/rad Normally x1 <x4, and so we can write

A = r/6, B = 0.5 N (Newton), 6, = 0.25,
g,(x) ‘xix;, I1
& = 0.35 m, = 2 kg, m2 = 2 kg,
I, = 205 mm, I, = 205 mm, similarly, x3 <x,, and so

K, = 3.0 N-m, K, = 3.0 N-m,

g3(x) =x3x43 < 1
JCff= J, + n2J, = 3.000133 X lop4 kg-m-s2/rad
g4(x) =x;‘x;‘x3 +x;‘x,‘x;‘x, I 1 (PGP)
f,rr = f,,, + n2fL = 0.03 kg-m-s2/rad

Based on the robot characteristics provided above, the

objective function (equation (39)) for optimal design is as Problem 2: Optimal control design under both stability
follows. and torque constraints
Minimise Minimise

0.274x,x,4 + 2520.66~~~;
I= (68) g,(x) = (0.274~~~;~ + 2520.661x,x~(x,x,x, -x,2)-’
x1x2x3 -xi
subject to constraints.
subject to constraints (451, (461, (471, (59), (60), and (61). In an optimal design an equality constraint can be
Two different optimal control solutions are presented replaced by two inequality constraints of 5 0 and 2 0.
by separating the mathematical model in two forms: From the formulation of the problem it is clear that the
1. The optimal control design in the environment of sta- 2 0 constraint is proper:
bility constraint.
2. The optimal control design in the environment of both gr(x> =x5” +x,x,‘x,2 +x,x,2x, +x,x,” 2 0
stability and torque constraints.
g,(x) =x,‘+x,x,‘x,2 +x;‘x,2x, +x,x,3 2 0
This separation demonstrates the degree of difficulty
associated with numerical optimisation of control prob- g3(x) =x; +x,x,,x; +x,x,2x, +x;‘x,3 r 0
lem. It was discovered that convergence is easier for the
stability constraint. To solve the above problems by geo- g4(x) =x2 -x,x3 2 0

metric programming, we must write them in the following

signomial form. Only one torque constraint is applied here, as the
values of the parameters are the same for both torque
equations.
Problem 1: Optimal control design under stability
constraint
g,(x) = 3.0 - O.O416667(G,x; + G,x,2 + G,x:)
Minimise
- O.O625(G,x, + G,x, + G3x,j2
g,,(x) = (0.274x,x: + 2520.66x,x:)( x1x2x3 -xi> -’
x sin(G, + G, + G,)
subject to
- 2.45cos(G, + G, + G4) 20 (MODE21
g,(x) ‘X2 -x,x3 2 0
Again reformulating MODE2 in geometric program-
g2(x) =x,x;’ 2 0 ming format after assuming
g3(x) =x3x43 2 0 (MODEl)
(x,x2x3 -x,“> 2x,, sin(G, + G, + G,) =x9,
The above mathematical model MODE1 must be con-
cos(G, + G, + G,) =x1,,
verted into primal geometric programming (PGP) format.
By assuming (x1xzx3 -x5> 2x,, the MODE1 is reformu-
lated as we get
Minimise Minimise

g,(x) = 0.274~~~;~;’ + 2520.66~~~~~;~ gO( x) = O.~~~X,X,~X, ’+ 2520.66x,x;x, ’

subject to constraints subject to constraints.

As explained earlier, x4 is supposed to be larger than
g,(x) =x,x3xp I1 other variables, and so it would be proper to apply the

860 Appl. Math. Modelling, 1996, Vol. 20, November

 Mathematical Programming Formulation and Optimum Design of: N. K. Jha and J. Prabhudutt

I 1 constraint. It is also noted that the standard geomet- uO’wOl + ul’w,’ + u31w31 + a,,w41 - u42w42 = o
ric programming format requires only the I 1 constraint. (73)

g,(x) =x5” +x,x,‘x,2 +x,x,*x, +x,x,3 2 1 (74)

4fl0~W~l + 5u02W,2 - u21W21 - 3u3’W,’ = 0
g,(x) =x,” +x,x,‘x,2 +x;‘x,Zx, +x,x,3 5 1
- (75)
UO’WO’- uO2 w02 + ah2 w42 = o
g,(x) =x; +x,x,1x; +x,x,*x, +x;‘xi3 I1

g,(x) =x*-x,x3 I1 There are seven dual variables, and so seven equations
are required for a unique solution. As described earlier,
g,(x) = O.O1389(G’x; + G,x,2 + G,x;) the seventh equation is generated by the algorithm pre-
+ O.O208(G’x, + G,x, + G,x,)x, sented in Section 2. The solutions obtained are

+ .8167x’, I 1
W,, = 0.016, W,, = 0.9833, W” = 1.99,
g,(x) = x;‘x; ‘x3 +x; ‘x; ‘x3 ‘xs I 1
w,, = 0.001 w,, = 0.01, W,, = 0.08,
where
w,, = 2.1, w,, = 0.001

-,4x, + (0.5236 -/lx,‘)x’x,’ - 83.0

G, = From these dual variables and using equations (17) and
(x, -x,)(x, -x,)
(18) we get the primal variables X as follows:
-Ru, + (0.5236 -Ax,‘)x,x,’ - 83.0
G, = x, = 33.75, x* = 151, x3 = 4.5,
(x,-x,)(x,-x,)

-Ax, + (0.5236 -/Lx,‘)x,x,’ - 83.0 x4 = 0.001, xg = 22912.875.

G, =
(x,-x&g -x,)
The primal variables are now used to find the control
variables. These are

4.2. Optimal design results

K, = 7.55 x 104, K, = 16.862,
The geometric programming technique is used to solve
both Problem 1 and Problem 2. The solution of nonlinear K, = 2.2372 x lo6
equations generated by the geometric programming algo-
rithm is obtained by using a nonlinear parameter estima-
All values for compensator controls for different sam-
tion technique.
pling times are shown in Table 2. Problem 2 has 25 terms
The problem has seven terms and five primal variables.
and 10 primal variables. Hence it has 14 degrees of
Hence, the degree of difficulty is 7 - (5 + 1) = 1. The dual
geometric program (DGP) for Problem 1 is presented
below.
Table 1. Results under stability constraints
Maximise
t K, K" K,

0.001 7.55033x104 16.8620 2.2372~10"

0.004 4.71896~10~ 4.20574 3.4957x104
0.008 1.17974x103 2.09637 4.3696~10~
0.012 5.24329x102 1.39324 1.2947x103
0.016 2.94935x102 1.04169 5.4620~10~
0.020 1.88758~10~ 0.83075 2.7965~10'
0.400 1.435 0.25 0.23496
0.600 1.321 0.215 0.11036
(69) 0.800 1.22 0.11 0.107
1.000 1.21 0.115 0.112
3.000 1.25 0.117 0.1
subject to constraints 5.000 1.21 0.0963 0.112
7.000 1.2154 0.1059 0.1108
~Olw,’ + ao,w,, = uo (70) 9.000 1.321 0.1113 0.110689
11.00 1.1 0.114 0.1187
uo*wo, + fl”W” + ~2lW2’ - ff4lKl - %2%2 = 0 14.00 1.01 0.1109 0.15
(71) 18.00 1.33 0.01206 0.3614
22.00 1.23 0.1123 0.111
- ~llw,, + g41w41 + u42w42 = o (72) 25.00 1.21 0.115 0.143

Appl. Math. Modelling, 1996, Vol. 20, November 861

Mathematical Programming Formulation and Optimum Design of: N. K. Jha and J. Prabhudutt

difficulty. The dual geometric program (DGP) of Problem ahlW”l + ~l,Wl, + a24w2.4 - %Ws4 - u42w,2
2 is presented below.
+ %lw,l - obzw,, = 0 (80)
Maximise
- 4aolKl + 5u02W02 - u12W12 - 2ulFl,

- 3u,,W,‘I - u22W22 - 2u,,W2, - 3u24w24

-
u32w32 - 3u,,w3, = 0 (81)

3~1,Wll + 2u12W12 - Ul,Wl:, + 2%W,l + %K, = 0

(82)

3U2lW21 - 2fl22w22 + u2Y2, + 252w52 + %W55 = 0

(83)

3q,,w,, - 2c72w,2 + UBW,, + %,W,, + flxiW56 = 0

(84)
-
~O,W”l - ~02Wo2 + %2W62 = 0 (85)

The remaining six equations are generated by the algo-

rithm. The solutions obtained for the dual variables are as
follows:

W,, = 0.020, W,, = 0.98, w,, = 1.99,

w,, = 0.910, w,, = 1.0, w,, = 0.20,
w,, = 0.15, w,, = 1.40, w,, = 0.0075,
w:,, = 0.20, W,, = 0.29, w,, = 2.1,
ws, = 0.002, w,, = 0.2, w,, = 0.20,
W,, = 0.98, ws, = 0.20, w,, = 0.19,
Ws, = 0.225, W,, = 2.542, W,, = 0.85.

From these dual variables the primal variables X are

obtained by using equations (17) and (18). These values
are as follows:

x1 = 50.05, x2 = 148.45, xs = 2.475,

xq = 0.3054

All other X are derived variables and are created just

for mathematical purposes. The optimum values of com-
pensators, K,, K,, and Ki are obtained as follows:

K, = 0.7958, K, = 0.07549, Ki = 0.048122

The results of optimum design variables K,, K,, and K,

for different sampling times under stability constraints are
presented in Table 1. The solution of Problem 2 is pre-
sented next. The results of optimum design parameters
proportional gain (K,), derivative gain (K,), and integral
gain (Ki) for different sampling times are shown in
subject to constraints Table 2.

~o,Wo, + allzW”2 = co (77)

flo2wo2 + (+12w12 + fl22w22 + u,2w,2 - ff42%2 5. Conclusion
_ (78) The modern approach of dynamic compensation of con-
%lw,l = 0
trol system is based on optimum control. In this paper a
fll,Wl, - a23W23 + u,,W,, + a,lWl - %I%, control system design of a robot is formulated as an
optimal control problem. Because of the complexity of
- uh2we2 = 0 (79)
manipulator dynamics and the existence of inequality and

862 Appl. Math. Modelling, 1996, Vol. 20, November

 Mathematical Programming Formulation and Optimum Design of N. K. Jha and J. Prabhudutt

Table 2. Results under stability and torque constraints elusion drawn earlier when only the stability constraint is
t present. The graph of sampling time versus K,, K,, and
KP K” K;
Ki under stability and torque constraints is shown in
0.3054 0.7958 0.0755 0.048 Figure 2. Both graphs confirm the conclusion drawn ear-
0.4045 0.4507 0.04 0.02 lier that optimal gain values decrease as the sampling time
1.9980 0.0189 0.0063 0.0035 increases.
2.93791 0.0094 0.00724 0.008973
The effect on the frequency of sampling is quite differ-
4.98529 0.00378 0.008 0.009575
ent. The system under the stability constraint could work
5.98221 0.00283 0.007927 0.0045
6.97935 0.0023 0.00798 0.002869 for a frequency of sampling as low as 0.001 set, but under
9.97331 0.002 0.008044 0.00124 both the stability and torque constraints the solution
12.014 0.0014 0.0081 0.00110 could not be obtained below a 0.30.54-set time sampling.
15.0458 0.00108 0.00811 0.001 After closely examining the lowest value of sampling time
20.0821 0.0010 0.00814 0.00114 as applied to Problems 1 and 2, two types of conclusions
23.1 19 0.001 0.00815 0.001072 could be drawn. The first conclusion is related to numeri-
cal optimisation, which means that in the case of Problem
2 the convergence could not be achieved below some
equality constraints, analytical closed-form solutions could initial value. The convergence as well as the feasible
not be obtained. Geometric programming has been used results both are affected by initial values.
to design the control system parameters iteratively. The other conclusion regarding the minimum value of
The results are presented for two different forms of sampling time could be that a complex mechanical system
problems. The results of Problem 1 for the minimisation like a robot could not be driven as fast as we want. This
of error function under inequality stability constraints are could happen for many reasons, like inertia, backlash,
presented in Table I. The results show various solutions gravity, change in compliance, and deflection of the ma-
for different sampling times. Under close examination of nipulator arm. In must be stated clearly that solutions may
the results it is apparent that as the sampling time in- not always exist for all models. Sometimes numerous
creases the control values decrease. This makes sense. analyses may be necessary to determine the effect of
When the sampling time is large the system dynamics parameter modification in nonlinear control. However the
allow the robot to adjust to stability, and a large gain is overall conclusion that the servo values proportional gain
not required. And when sampling the time is low, the (K,), integral gain (K;), and derivative gain (K,) decrease
gains are high, bringing the system to stability. Results are as the sampling time increases holds true analytically as
plotted in Figure 1. well as physically.
Similarly, when stability and torque constraints are In an on-line control the time of computation of the
applied together, results show the consistency of the con- control gains are also important. In the case of Problem 1

0 5 IO 15 20 25

SAMPLING TIME
Figure 1. Sampling time versus control gain values under stability constraint.

Appl. Math. Modelling, 1996, Vol. 20, November 863

Mathematical Programming Formulation and Optimum Design of: N. K. Jha and J. Prabhudutt

10.’
5 12 22

Figure 2. Sampling time versus control gain values under

SALI
.I?
torque
LI\GTlM’:
1
r

and stability constraints.

the time of computation is 4.97 set, and in the case of viscous-friction coefficient of the motor referred
Problem 2 the time of computation is 114.68 sec. The to the load shaft (kg *m . s/rad)
computation was carried on a VAX-5380 Open-VMS sys- fin Viscous-friction coefficient of the motor referred
tem. It is obvious that for Problem 2 the control algorithm to the motor shaft (kg. m . s/radl
would take more time, as the optimisation model has F(W,,) dual objective function
many constraints. Hence Problem 1 could be easily imple- gjCx) inequality constraint
mented for on-line control. h,(x) equality constraint
The numerical algorithm could be further improved to J Jacobian matrix
lower the time of computation. It was observed that the Jeff effective moment of inertia of the combined
number of iterations for convergence in Problem 1 is
motor and load referred to the motor shaft
much lower than the number of iterations required for
JL moment of inertia of the motor referred to the
convergence in Problem 2. However these compensator
load shaft (kg. m . s’/rad)
values can be used to adjust the effect of controllers to
J,
moment of inertia of the motor referred to the
achieve an overall desired system behavior. Authors want
motor shaft (kg. m .s2/radl
to experiment with different numerical optimisation tech-
The motor-torque proportional constant (kg.
niques on these two nonlinear optimal control problems
and compare computation time and convergence. It is m/A)
observed that those nonlinear programming techniques, Ktl proportional constant (V . s/radl
which iterate the solution by linearising the model, may Ki error integral feedback gain
not be suitable for highly nonlinear control problems; KP
error proportional feedback gain
however the approach presented in this paper should be K’ error derivative feedback gain
helpful for further research. L, armature inductance (Hem-y)
n gear ratio
R real number
R, armature resistance (ohms)
Nomenclature t, time-scaling parameter
A step input L number of terms in the mth constraints (m =
C rnf the coefficient of the tth term of the mth con- l,...,M)
straint T0 number of terms in the objective function
D(s) disturbance w,, dual variable of the tth term of the mth con-
angular error straint
effective viscous friction coefficient of the com- X design variable
bined motor and load referred to the motor Y state variable
shaft z decision variable

864 Appl. Math. Modelling, 1996, Vol. 20, November

 Mathematical Programming Formulation and Optimum Design of: N. K. Jha and J. Prabhudutt

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Appl. Math. Modelling, 1996, Vol. 20, November 865