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  • Modified Radau Collocation Method for Solving Optimal Control Problems with Nonsmooth Solutions Part II: Costate Estimation and the Transformed Adjoint System
Title: Modified Radau Collocation Method for Solving Optimal Control Problems with Nonsmooth Solutions Part II: Costate Estimation and the Transformed Adjoint System
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.  more » « less
Award ID(s):
1819002 1522629
PAR ID:
10093312
Author(s) / Creator(s):
; ;
Date Published:
Journal Name:
2018 IEEE Conference on Decision and Control (CDC)
Page Range / eLocation ID:
1651 to 1656
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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