A method is presented for direct trajectory optimization and costate estimation using global collocation at Legendre-Gauss-Radau (LGR) points. The method is formulated first by casting the dynamics in integral form and computing the integral from the initial point to the interior LGR points and the terminal point. The resulting integration matrix is nonsingular and thus can be inverted so as to express the dynamics in inverse integral form. Then, by appropriate choice of the approximation for the state, a pseudospectral (i.e., differential) form that is equivalent to the inverse integral form is derived. As a result, the method presented in this paper can be thought of as either a global implicit integration method or a pseudospectral method. Moreover, the formulation derived in this paper enables solving general finite-horizon problems using global collocation at the LGR points. A key feature of the method is that it provides an accurate way to map the KKT multipliers of the nonlinear programming problem (NLP) to the costates of the optimal control problem. Finally, * M.S. Student, Dept. it is shown that a previously developed Radau collocation method, which is restricted to infinite-horizon problems, is subsumed by the method presented in this paper. The results of this paper show that the use of LGR collocation as described in this paper leads to the ability to determine accurate primal and dual solutions to general finite-horizon optimal control problems.
An algorithm is described to solve multiple-phase optimal control problems using a recently developed numerical method called the Gauss pseudospectral method. The algorithm is well suited for use in modern vectorized programming languages such as FORTRAN 95 and MATLAB. The algorithm discretizes the cost functional and the differential-algebraic equations in each phase of the optimal control problem. The phases are then connected using linkage conditions on the state and time. A large-scale nonlinear programming problem (NLP) arises from the discretization and the significant features of the NLP are described in detail. A particular reusable MATLAB implementation of the algorithm, called GPOPS, is applied to three classical optimal control problems to demonstrate its utility. The algorithm described in this article will provide researchers and engineers a useful software tool and a reference when it is desired to implement the Gauss pseudospectral method in other programming languages.
A method is presented for direct trajectory optimization and costate estimation using global collocation at Legendre-Gauss-Radau (LGR) points. The method is formulated first by casting the dynamics in integral form and computing the integral from the initial point to the interior LGR points and the terminal point. The resulting integration matrix is nonsin-gular and thus can be inverted so as to express the dynamics in inverse integral form. Then, by appropriate choice of the approximation for the state, a pseudospectral (i.e., differential) form that is equivalent to the inverse integral form is derived. As a result, the method presented in this paper can be thought of as either a global implicit integration method or a pseudospectral method. Moreover, the formulation derived in this paper enables solving general finite-horizon problems using global collocation at the LGR points. A key feature of the method is that it provides an accurate way to map the KKT multipliers of the non-linear programming problem (NLP) to the costates of the optimal control problem. Finally, * M.S. Student, it is shown that a previously developed Radau collocation method, which is restricted to infinite-horizon problems, is subsumed by the method presented in this paper. The results of this paper show that the use of LGR collocation as described in this paper leads to the ability to determine accurate primal and dual solutions to general finite-horizon optimal control problems.
Two methods are presented for approximating the costate of optimal control problems in integral form using orthogonal collocation at Legendre-Gauss and Legendre-Gauss-Radau points. It is shown that the derivative of the costate of the continuous-time optimal control problem is equal to the negative of the costate of the integral form of the continuous-time optimal control problem. Using this continuous-time relationship between the differential and integral costate, it is shown that the discrete approximations of the differential costate using Legendre-Gauss and Legendre-Gauss-Radau collocation are related to the corresponding discrete approximations of the integral costate via integration matrices. The approach developed in this paper provides a way to approximate the costate of the original optimal control problem using the Lagrange multipliers of the integral form of the Legendre-Gauss and Legendre-Gauss-Radau collocation methods. The methods are demonstrated on two examples where it is shown that both the differential and integral costate converge exponentially as a function of the number of Legendre-Gauss or Legendre-Gauss-Radau points.
A Radau pseudospectral method is derived for solving state-inequality path constrained optimal control problems. The continuous-time state-inequality path constrained optimal control problem is modified by applying a set of tangency conditions at the entrance of the activity of the path constraint. It is shown that the first-order optimality condition of the nonlinear programming problem associated with the Radau pseudospectral method is equivalent to the Radau pseudospectral discretized first-order optimality conditions of the modified continuous-time optimal control problem. The method is applied to a classical state-inequality path constrained optimal control problem and it is found that the solution accuracy is improved significantly when compared with the accuracy of the solution obtained using the original Radau pseudospectral discretization.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.
hi@scite.ai
10624 S. Eastern Ave., Ste. A-614
Henderson, NV 89052, USA
Copyright © 2024 scite LLC. All rights reserved.
Made with 💙 for researchers
Part of the Research Solutions Family.