A Behavioral approach to Constrained Linear Quadratic Control: Feasibility and Optimality
This paper develops a constrained linear-quadratic (LQ) optimal control framework within the behavioral approach. Unlike classical formulations that rely on state-input representations, our method treats both the system dynamics and the constraints as trajectory-level objects. The system is modeled through a kernel representation, while inequality constraints are captured using behavioral inequalities defined over infinite-dimensional convex cones. Using quadratic differential forms (QDFs) to encode performance indices, we formulate the constrained LQ problem as a convex variational optimization over trajectories. By employing Gateaux differentials, we derive the stationarity and complementarity conditions and show that they admit a representation as an augmented behavioral system whose unique decomposition into autonomous and controllable sub-behaviors yields a complete parameterization of all optimal constrained trajectories. The resulting conditions constitute a behavioral analogue of the Karush-Kuhn-Tucker (KKT) framework. A numerical example illustrates the effect of inequality constraints on the optimal behavior. The framework provides a general, trajectory-level representation for constrained optimal control and opens avenues for closed-loop and data-driven extensions.
Authors
- Debasattam Pal (ORCID: https://orcid.org/0000-0002-4886-3003)
- Shubhendu Bhasin (ORCID: https://orcid.org/0000-0002-8002-9684)
- Soutrik Bandyopadhyay (ORCID: https://orcid.org/0000-0002-9303-2495)
Publication Details
- Journal
- arXiv (Cornell University)
- Published
- 2026-10-29
- DOI
- https://doi.org/10.48550/arxiv.2610.40542
- Primary Topic
- Advanced Control Systems Optimization
- Type
- preprint