Lotka Volterra fishing problem

This problem was set up as a simple benchmark problem. Despite of its simple structure, the optimal solution contains a singular arcs, making the Lotka Volterra fishing problem an ideal candidate for benchmarking of algorithms.

In this problem the Lotka Volterra equations for a predator-prey system have been augmented by an additional linear term, relating to fishing by man.

Model dimensions and properties

The model has the following dimensions:

$\begin{array}{rcl}{n}_x& =& 3\\ n_z& =& 0\\ n_u& =& 0\\ n_w& =& 1\\ n_p& =& 0\\ n_{\rho }& =& 0\\ n_c& =& 0\\ n_{r^{\mathrm{i}}}& =& 0\\ n_{r^{\mathrm{e}}}& =& 3\end{array}$

It is thus an ODE model with a single integer control function. The interior point equality conditions fix the initial values of the differential states.

Mathematical formulation

For $t\in [t_0,t_f]$ the mixed-integer optimal control problem is given by

$\begin{array}{ll}\underset{x,w}{\min }& x_2(t_f)\\ \text{s.t.}& {\dot{x}}_0(t)& =& x_0(t)-x_0(t)x_1(t)-c_0{x}_0(t)w(t),\\ & {\dot{x}}_1(t)& =& -x_1(t)+x_0(t)x_1(t)-c_1{x}_1(t)w(t),\\ & {\dot{x}}_2(t)& =& (x_0(t)-1{)}^2+(x_1(t)-1{)}^2,\\ & x(0)& =& x_0,\\ & w(t)& \in & \{0,1\}.\end{array}$

Initial values and parameters

$\begin{array}{rcl}{t}_0& =& 0\\ t_f& =& 12\\ c_0& =& 0.4\\ c_1& =& 0.2\\ x_0& =& (0.5,0.7,0{)}^T\end{array}$

Reference Solutions

States

The two differential states and corresponding adjoint variables in the indirect approach

Source Code

  double ref0 = 1, ref1 = 1;                 /* steady state with u == 0 */

  rhs[0] =   xd[0] - xd[0]*xd[1] - p[0]*u[0]*xd[0];
  rhs[1] = - xd[1] + xd[0]*xd[1] - p[1]*u[0]*xd[1];
  rhs[2] = (xd[0]-ref0)*(xd[0]-ref0) + (xd[1]-ref1)*(xd[1]-ref1);

Miscellaneous

Testing Graphviz

<graphviz border='frame' format='svg'> digraph G {Hello->World!} </graphviz>