Numerical Solution of Optimal Control Problems by Direct Collocation
Numerical Solution of Optimal Control Problems by Direct Collocation
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DOI：
10.1007/978-3-0348-7539-4_10
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发表时间：
1993
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影响因子：
--
通讯作者：
O. Stryk
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文献类型：
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作者：
O. Stryk
通过对控制变量和状态变量进行适当的离散化，将约束最优控制问题转化为一个有限维非线性规划问题，用标准sqp方法[10]求解。导出了离散化的收敛性。这种方法的一种解称为直接搭配，这些性质被用来获得伴随变量的可靠估计。在存在活动状态约束的情况下，通过将状态约束的切换结构纳入优化过程，可以显著提高这些估计。给出了两个数值算例。
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 [10]. Convergence properties of the discretization are derived. Prom 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.