Shooting Methods to Solve Optimal Control Problems with State and Mixed Control-State Constraints

被引:3
作者
Karbowski, Andrzej [1 ,2 ]
机构
[1] Warsaw Univ Technol, Inst Control & Computat Engn, Warsaw, Poland
[2] Res & Acad Comp Network, NASK, Warsaw, Poland
来源
CHALLENGES IN AUTOMATION, ROBOTICS AND MEASUREMENT TECHNIQUES | 2016年 / 440卷
关键词
Optimal control; Numerical methods; State constraints; Mixed control-state constraints; Lagrange functionals; Shooting method; Multiple shooting method; Boundary value problem; NUMERICAL-SOLUTION; INEQUALITY CONSTRAINTS;
D O I
10.1007/978-3-319-29357-8_17
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The paper presents two important approaches to solve numerically general optimal control problems with state and mixed control-state constraints. They may be attractive in the case, when the simple time discretization of the state equations and expressing the optimal control problem as a nonlinear mathematical programming problem is not sufficient. At the beginning an extension of the optimal control theory to problems with constraints on current state and on current state and control simultaneously is presented. Then, two approaches to solve numerically the emerging boundary value problems: indirect and direct shooting method are described and applied to an example problem.
引用
收藏
页码:189 / 205
页数:17
相关论文
共 15 条
[1]  
[Anonymous], 2018, Applied optimal control: optimization, estimation and control
[2]  
[Anonymous], 515 DFVLR GERM TEST
[3]   OPTIMAL PROGRAMMING PROBLEMS WITH INEQUALITY CONSTRAINTS .1. NECESSARY CONDITIONS FOR EXTREMAL SOLUTIONS [J].
BRYSON, AE ;
DENHAM, WF ;
DREYFUS, SE .
AIAA JOURNAL, 1963, 1 (11) :2544-2550
[5]   NEW NECESSARY CONDITIONS OF OPTIMALITY FOR CONTROL PROBLEMS WITH STATE-VARIABLE INEQUALITY CONSTRAINTS [J].
JACOBSON, DH ;
LELE, MM ;
SPEYER, JL .
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1971, 35 (02) :255-+
[6]   A TRANSFORMATION TECHNIQUE FOR OPTIMAL CONTROL PROBLEMS WITH A STATE VARIABLE INEQUALITY CONSTRAINT [J].
JACOBSON, DH ;
LELE, MM .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1969, AC14 (05) :457-+
[7]   An efficient multiple shooting based reduced SQP strategy for large-scale dynamic process optimization.: Part 1:: theoretical aspects [J].
Leineweber, DB ;
Bauer, I ;
Bock, HG ;
Schlöder, JP .
COMPUTERS & CHEMICAL ENGINEERING, 2003, 27 (02) :157-166
[8]   APPLICATION OF MULTIPLE SHOOTING TO NUMERICAL-SOLUTION OF OPTIMAL CONTROL PROBLEMS WITH BOUNDED STATE VARIABLES [J].
MAURER, H ;
GILLESSEN, W .
COMPUTING, 1975, 15 (02) :105-126
[9]   NUMERICAL-SOLUTION OF SINGULAR CONTROL PROBLEMS USING MULTIPLE SHOOTING TECHNIQUES [J].
MAURER, H .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1976, 18 (02) :235-257