A composite Chebyshev finite difference method for nonlinear optimal control problems

DOI10.1016/J.CNSNS.2012.10.012MaRDI QIDQ390638zbMATH OpenOpenAlexFDO

Authors S. M. Hoseini, H. R. Marzban

Publication date 8 January 2014

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cnsns.2012.10.012

zbMATH Keywords

Chebyshev-Gauss-Lobatto pointscomposite Chebyshev finite differencesglobal convergencehybrid functionsnonlinear optimal controlnumerical examples

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Discrete approximations in optimal control (49M25) Numerical optimization and variational techniques (65K10)

Review text

A composite Chebyshev finite difference method based on hybrid of block-pulse functions and Chebyshev polynomials using the Chebyshev-Gauss-Lobatto points is employed for solving nonlinear time-varying optimal control problems governed by ordinary differential equations. The efficiency of the globally convergent method is demonstrated through numerical examples governed by ordinary differential equations. The advantages of the proposed method are an easy implementation and a good representation of smooth and nonsmooth functions by finite hybrid expansion.

Recommendations

• A Chebyshev Finite Difference Method For Solving A Class Of Optimal Control Problems
• Solution of linear optimal control problems with time delay using a composite Chebyshev finite difference method
• A hybrid approximation scheme for discretizing constrained quadratic optimal control problems
• Chebyshev finite difference method for solving constrained quadratic optimal control problems
• An efficient discretization scheme for solving nonlinear optimal control problems with multiple time delays

Cited in

(21)

• A composite pseudospectral method for optimal control problems with piecewise smooth solutions
• An \(hp\) symplectic pseudospectral method for nonlinear optimal control
• On solution of Fredholm integrodifferential equations using composite Chebyshev finite difference method
• Second Chebyshev wavelets (SCWs) method for solving finite-time fractional linear quadratic optimal control problems
• Solution of linear optimal control problems with time delay using a composite Chebyshev finite difference method
• Symplectic irregular interpolation algorithms for optimal control problems
• An efficient discretization scheme for solving nonlinear optimal control problems with multiple time delays
• A Chebyshev Finite Difference Method For Solving A Class Of Optimal Control Problems
• State-control parameterization for solving linear constrained optimal control problems by using Chebyshev wavelets
• Generalized B-spline functions method for solving optimal control problems
• Chebyshev finite difference method for solving constrained quadratic optimal control problems
• Derivative-orthogonal wavelets for discretizing constrained optimal control problems
• Numerical solution of some initial optimal control problems using the reproducing kernel Hilbert space technique
• Direct solution of nonlinear constrained quadratic optimal control problems using B-spline functions.
• On the solution of singular ordinary differential equations using a composite Chebyshev finite difference method
• High-order adaptive Gegenbauer integral spectral element method for solving non-linear optimal control problems
• <html> An efficient <i>hp</i> spectral collocation method for nonsmooth optimal control problems</html>
• Simulation and trajectory optimization of articulated robots via spectral variational integrators
• A bicubic B-spline finite element method for fourth-order semilinear parabolic optimal control problems
• Efficient spectral collocation algorithm for a two-sided space fractional Boussinesq equation with non-local conditions
• Linear optimal control of time delay systems via Hermite wavelet

This page was built for publication: A composite Chebyshev finite difference method for nonlinear optimal control problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q390638)