A Multiple Shooting Descent-based Filter Method for Optimal Control

• Autor(a) principal: Ramadas, Gisela C. V.
• Data de Publicação: 2019
• Outros Autores: Fernandes, Edite M. G. P., Rocha, Ana Maria A. C., Costa, M. Fernanda P.
• Idioma: eng
• Título da fonte: Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
• Texto Completo: http://hdl.handle.net/10400.22/15881
• topic: Dynamic Optimization; Optimal Control; Direct Multiple Shooting; Descent Method; Filter Method

A direct multiple shooting (MS) method is implemented to solve optimal control problems (OCP) in the Mayer form. The use of an MS method gives rise to the so-called ‘continuity conditions’ that must be satisfied together with general algebraic equality and inequality constraints. The resulting finite nonlinear optimization problem is solved by a first-order descent method based on the filter methodology. In the equivalent tri-objective problem, the descent method aims to minimize the objective function, the violation of the ‘continuity conditions’ and the violation of the algebraic constraints simultaneously. The preliminary numerical experiments carried out with a set of benchmark OCP are encouraging.