Paper Info
Title
Modified Radau Collocation Method For Solving Optimal Control Problems With Nonsmooth Solutions Part Ii: Costate Estimation And The Transformed Adjoint System
Abstract
A modified Legendre-Gauss-Radau collocation method is developed for solving optimal control problems whose solutions contain a nonsmooth optimal control. The method includes an additional variable that defines the location of nonsmoothness. In addition, collocation constraints are added at the end of a mesh interval that defines the location of nonsmoothness in the solution on each differential equation that is a function of control along with a control constraint at the endpoint of this same mesh interval. The transformed adjoint system for the modified Legendre-Gauss-Radau collocation method along with a relationship between the Lagrange multipliers of the nonlinear programming problem and a discrete approximation of the costate of the optimal control problem is then derived. Finally, it is shown via example that the new method provides an accurate approximation of the costate.
Year
DOI
Venue
2018
10.1109/CDC.2018.8619426
2018 IEEE CONFERENCE ON DECISION AND CONTROL (CDC)
Field
DocType
ISSN
Differential equation,Mathematical optimization,Optimal control,Computer science,Lagrange multiplier,Nonlinear programming,Collocation method,Collocation
Conference
0743-1546
Citations 
PageRank 
References 
0
0.34
0
Authors
3
Name
Order
Citations
PageRank
Joseph D. Eide101.01
William W. Hager21603214.67
Anil V. Rao334129.35