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Numerical solution of optimal control problems by direct collocation

Stryk, Oskar von and Stryk, Oskar von (1993):
Numerical solution of optimal control problems by direct collocation.
In: Optimal Control - Calculus of Variations, Optimal Control Theory and Numerical Methods, Birkhäuser, In: International Series of Numerical Mathematics, 111, [Conference or Workshop Item]

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.

Item Type: Conference or Workshop Item
Erschienen: 1993
Creators: Stryk, Oskar von and Stryk, Oskar von
Title: Numerical solution of optimal control problems by direct collocation
Language: German
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.

Title of Book: Optimal Control - Calculus of Variations, Optimal Control Theory and Numerical Methods
Series Name: International Series of Numerical Mathematics
Volume: 111
Publisher: Birkhäuser
Divisions: 20 Department of Computer Science
20 Department of Computer Science > Simulation, Systems Optimization and Robotics Group
Date Deposited: 20 Jun 2016 23:26
Identification Number: vonStryk:1993
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