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5.3 Nested CCD

Joint formulation through a value function

Nested CCD is a genuine CCD formulation. For every physical design pp, an inner problem finds its best admissible controller and trajectory:

V(p)=minzJsys(p,z),R(p,z)=0,g(p,z)0.V(p) = min_z J_{sys}(p,z), R(p,z)=0, g(p,z) ≤ 0.

The outer problem then solves

minpPV(p).min_{p ∈ P} V(p).

Unlike a sequential handoff, the physical design is judged by the optimized closed-loop system objective. Controller authority, dynamic feasibility, and coupled constraints therefore influence the selected plant.

Nested CCD value-function structure.

Inner-solve accuracy

The outer optimizer sees only the value and derivatives returned by the inner solve. Loose inner tolerances make V(p)V(p) noisy and can corrupt outer gradients. Failed inner solves do not necessarily prove that a plant is physically infeasible; they may indicate poor initialization or numerical conditioning.

For differentiable solutions,

dV/dp=L/p.dV/dp = ∂L/∂p.

where LL is the inner Lagrangian evaluated at a converged primal–dual solution.

Activity 5.3: account for inner-solve error