Wavelet Collocation Method for Optimal Control Problems

被引：36

作者：

Dai, R. ^{[1
]}

Cochran, J. E., Jr. ^{[1
]}

机构：

[1] Auburn Univ, Dept Aerosp Engn, Auburn, AL 36849 USA

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2009年 / 143卷 / 02期

关键词：

Haar wavelet; Collocation; Discrete optimal control; Nonlinear programming; DIRECT TRAJECTORY OPTIMIZATION; SYSTEMS;

D O I：

10.1007/s10957-009-9565-9

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

A Haar wavelet technique is discussed as a method for discretizing the nonlinear system equations for optimal control problems. The technique is used to transform the state and control variables into nonlinear programming (NLP) parameters at collocation points. A nonlinear programming solver can then be used to solve optimal control problems that are rather general in form. Here, general Bolza optimal control problems with state and control constraints are considered. Examples of two kinds of optimal control problems, continuous and discrete, are solved. The results are compared to those obtained by using other collocation methods.

引用

页码：265 / 278

页数：14

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