Adaptive pseudospectral methods for solving constrained linear and nonlinear time-delay optimal control problems

作者:Malekin Mohammad*; Hashim Ishak
来源:Journal of the Franklin Institute, 2014, 351(2): 811-839.
DOI:10.1016/j.jfranklin.2013.09.027

摘要

In this paper, we first develop an adaptive shifted Legendre-Gauss (ShLG) pseudospectral method for solving constrained linear time-delay optimal control problems. The delays in the problems are on the state and/or on the control input. By dividing the domain of the problem into a uniform mesh based on the delay terms, the constrained linear time-delay optimal control problem is reduced to a quadratic programming problem. Next, we extend the application of the adaptive ShLG pseudospectral method to nonlinear problems through quasilinearization. Using this scheme, the constrained nonlinear time-delay optimal control problem is replaced with a sequence of constrained linear-quadratic sub-problems whose solutions converge to the solution of the original nonlinear problem. The method is called the iterative-adaptive ShLG pseudospectral method. One of the most important advantages of the proposed method lies in the case with which nonsmooth optimal controls can he computed when inequality constraints and terminal constraints on the state vector are imposed. Moreover, a comparison is made with optimal solutions obtained analytically and/or other numerical methods in the literature to demonstrate the applicability and accuracy of the proposed methods.

  • 出版日期2014-2