Some tools for the direct solution of optimal control problems

被引：36

作者：

Fabien, BC ^{[1
]}

机构：

[1] Univ Washington, Dept Mech Engn, Seattle, WA 98195 USA

来源：

ADVANCES IN ENGINEERING SOFTWARE | 1998年 / 29卷 / 01期

基金：

美国国家科学基金会;

关键词：

optimal control; penalty function; sequential quadratic programming; computer program;

D O I：

10.1016/S0965-9978(97)00025-2

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

This paper describes two ANSI C subroutines for the direct solution of finite time optimal control problems. Here the control variable is parameterized using a piecewise linear approximation. The resultant nonlinear programming problem (NLP) is solved using the sequential unconstrained minimization technique (SUMT) and the sequential quadratic programming (SQP) method. These methods are embedded in the computer codes dyn_sumt and dyn_sqp, respectively. Both subroutines are used to solve more than 26 optimal problems that have appeared in the literature. The paper compares the computational efficiency of both codes as well as techniques for computing the gradient of the cost function and constraints of the optimal control problem. (C) 1998 Elsevier Science Ltd.

引用

页码：45 / 61

页数：17