科研之友
微信
新浪微博
Facebook
分享链接
摘要
Solving hypersensitive optimal control problems is a long-standing challenge for decades in optimization engineering, mainly due to the possible nonexistence of the optimal solution to meet the required error tolerance under double-precision arithmetic and the hypersensitivity of the optimal solution with respect to the initial conditions. In this paper, a new high-precision single shooting method is presented to address the above two difficulties. Multiple-precision arithmetic and Taylor series method are introduced to provide the accurate optimal solution with arbitrary higher significant digits and arbitrary higher integral accuracy, respectively. Besides, a new modified bidirectional single shooting method is developed, which fully utilizes the three-segment structure of the hypersensitive optimal control problems and provides appropriate initial guess that is close to the optimal solutions. Numerical demonstrations in a typical hypersensitive optimal control problem are presented to illustrate the effectiveness of this new method, which indicates that the accurate optimal solution of this challenging problem can be easily solved by this simple single shooting method within several iterations.
- 出版日期2018
- 单位西北工业大学
