Automatica, Vol.44, No.11, 2923-2929, 2008
Optimal control problems with multiple characteristic time points in the objective and constraints
In this paper, we develop a computational method for a class of optimal control problems where the objective and constraint functionals depend on two or more discrete time points. These time points can be either fixed or variable. Using the control parametrization technique and a time scaling transformation, this type of optimal control problem is approximated by a sequence of approximate optimal parameter selection problems. Each of these approximate problems can be viewed as a finite dimensional optimization problem. New gradient formulae for the cost and constraint functions are derived. With these gradient formulae, standard gradient-based optimization methods can be applied to solve each approximate optimal parameter selection problem. For illustration, two numerical examples are solved. (C) 2008 Elsevier Ltd. All rights reserved.
Keywords:Control parametrization;Optimal control computation;Non-linear optimal control;Constrained optimal control;Non-linear programming