Stryk, Oskar von ; Stryk, Oskar von (1993)
Numerical solution of optimal control problems by direct collocation.
Konferenzveröffentlichung, Bibliographie
Kurzbeschreibung (Abstract)
By an appropriate discretization of control and state variables, a constrained optimal control problem is transformed into a finite dimensional nonlinear program which can be solved by standard SQP-methods Gilletal1986. Convergence properties of the discretization are derived. From a solution of this method known as direct collocation, these properties are used to obtain reliable estimates of adjoint variables. In the presence of active state constraints, these estimates can be significantly improved by including the switching structure of the state constraint into the optimization procedure. Two numerical examples are presented.
| Typ des Eintrags: | Konferenzveröffentlichung |
|---|---|
| Erschienen: | 1993 |
| Autor(en): | Stryk, Oskar von ; Stryk, Oskar von |
| Art des Eintrags: | Bibliographie |
| Titel: | Numerical solution of optimal control problems by direct collocation |
| Sprache: | Deutsch |
| Publikationsjahr: | 1993 |
| Verlag: | Birkhäuser |
| Buchtitel: | Optimal Control - Calculus of Variations, Optimal Control Theory and Numerical Methods |
| Reihe: | International Series of Numerical Mathematics |
| Band einer Reihe: | 111 |
| Zugehörige Links: | |
| Kurzbeschreibung (Abstract): | By an appropriate discretization of control and state variables, a constrained optimal control problem is transformed into a finite dimensional nonlinear program which can be solved by standard SQP-methods Gilletal1986. Convergence properties of the discretization are derived. From a solution of this method known as direct collocation, these properties are used to obtain reliable estimates of adjoint variables. In the presence of active state constraints, these estimates can be significantly improved by including the switching structure of the state constraint into the optimization procedure. Two numerical examples are presented. |
| Fachbereich(e)/-gebiet(e): | 20 Fachbereich Informatik 20 Fachbereich Informatik > Simulation, Systemoptimierung und Robotik |
| Hinterlegungsdatum: | 20 Jun 2016 23:26 |
| Letzte Änderung: | 15 Mär 2019 09:58 |
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