A New Computational Method for a Class of Free Terminal Time Optimal Control Problems
We develop a numerical method for solving an optimal control problem whose terminal time is not fixed, but is instead determined by a state-dependent stopping criterion. The main idea of this method is to approximate hte control by a piecewise constant function whose values and switching times are d...
| Main Authors: | , , , |
|---|---|
| Format: | Journal Article |
| Published: |
Yokohama Publishers
2011
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/5044 |
| _version_ | 1848744685981401088 |
|---|---|
| author | Qun, Lin Loxton, Ryan Teo, Kok Lay Wu, Yong Hong |
| author_facet | Qun, Lin Loxton, Ryan Teo, Kok Lay Wu, Yong Hong |
| author_sort | Qun, Lin |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | We develop a numerical method for solving an optimal control problem whose terminal time is not fixed, but is instead determined by a state-dependent stopping criterion. The main idea of this method is to approximate hte control by a piecewise constant function whose values and switching times are decision variables to be determined optimally. The optimal control problem then becomes an optimization problem with a finite number of decision variables. We develop a novel method for computing the gradient of the cost function in this approximate problem. On this basis, the approximate problem can be solved using any gradient-based optimization technique. We use this approach to solve an aeronautical control problem involving a gliding projectile. We also prove several important convergence results that justify our approximation scheme. |
| first_indexed | 2025-11-14T06:05:24Z |
| format | Journal Article |
| id | curtin-20.500.11937-5044 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T06:05:24Z |
| publishDate | 2011 |
| publisher | Yokohama Publishers |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-50442017-01-30T10:43:33Z A New Computational Method for a Class of Free Terminal Time Optimal Control Problems Qun, Lin Loxton, Ryan Teo, Kok Lay Wu, Yong Hong nonlinear optimal control - control parameterization - gradient-based optimization - nonlinear programming We develop a numerical method for solving an optimal control problem whose terminal time is not fixed, but is instead determined by a state-dependent stopping criterion. The main idea of this method is to approximate hte control by a piecewise constant function whose values and switching times are decision variables to be determined optimally. The optimal control problem then becomes an optimization problem with a finite number of decision variables. We develop a novel method for computing the gradient of the cost function in this approximate problem. On this basis, the approximate problem can be solved using any gradient-based optimization technique. We use this approach to solve an aeronautical control problem involving a gliding projectile. We also prove several important convergence results that justify our approximation scheme. 2011 Journal Article http://hdl.handle.net/20.500.11937/5044 Yokohama Publishers restricted |
| spellingShingle | nonlinear optimal control - control parameterization - gradient-based optimization - nonlinear programming Qun, Lin Loxton, Ryan Teo, Kok Lay Wu, Yong Hong A New Computational Method for a Class of Free Terminal Time Optimal Control Problems |
| title | A New Computational Method for a Class of Free Terminal Time Optimal Control Problems |
| title_full | A New Computational Method for a Class of Free Terminal Time Optimal Control Problems |
| title_fullStr | A New Computational Method for a Class of Free Terminal Time Optimal Control Problems |
| title_full_unstemmed | A New Computational Method for a Class of Free Terminal Time Optimal Control Problems |
| title_short | A New Computational Method for a Class of Free Terminal Time Optimal Control Problems |
| title_sort | new computational method for a class of free terminal time optimal control problems |
| topic | nonlinear optimal control - control parameterization - gradient-based optimization - nonlinear programming |
| url | http://hdl.handle.net/20.500.11937/5044 |