A shooting algorithm for optimal control problems with singular Arcs

DOI10.1007/S10957-012-0254-8MaRDI QIDQ368721zbMATHOpenAlexFDO

Authors P. Martinon, M.-Soledad Aronna, J. Frédéric Bonnans

Publication date 23 September 2013

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1206.0839

zbMATH Keywords

optimal controlstability analysisGauss-Newton methodshooting algorithmbang-singular controlsecond order optimality conditionsingular arc

Mathematics Subject Classification ID

Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Sensitivity, stability, well-posedness (49K40) Newton-type methods (49M15)

Abstract: In this article we propose a shooting algorithm for a class of optimal control problems for which all control variables appear linearly. The shooting system has, in the general case, more equations than unknowns and the Gauss-Newton method is used to compute a zero of the shooting function. This shooting algorithm is locally quadratically convergent if the derivative of the shooting function is one-to-one at the solution. The main result of this paper is to show that the latter holds whenever a sufficient condition for weak optimality is satisfied. We note that this condition is very close to a second order necessary condition. For the case when the shooting system can be reduced to one having the same number of unknowns and equations (square system) we prove that the mentioned sufficient condition guarantees the stability of the optimal solution under small perturbations and the invertibility of the Jacobian matrix of the shooting function associated to the perturbed problem. We present numerical tests that validate our method.

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Cited in

(28)

• Loss control regions in optimal control problems
• The shooting method for the solution of ordinary differential equations: A control-theoretical perspective
• Cyclic coordinate descent in a class of bang-singular-bang problems
• Optimal control of a semilinear parabolic equation with singular arcs
• Well-Posedness of the Shooting Algorithm for State Constrained Optimal Control Problems with a Single Constraint and Control
• Discretization of semilinear bang-singular-bang control problems
• Using logarithmic penalties in the shooting algorithm for optimal control problems
• Method for solving bang-bang and singular optimal control problems using adaptive Radau collocation
• Global optimal control with the direct multiple shooting method
• Metric regularity properties in bang-bang type linear-quadratic optimal control problems
• Structural stability without coercivity
• The indirect bang-singular algorithm (IBSA) for singular control problems with state-inequality constraints
• A robust pseudospectral method for numerical solution of nonlinear optimal control problems
• Analysis of a periodic optimal control problem connected to microalgae anaerobic digestion
• A modified pseudospectral method for solving trajectory optimization problems with singular arc
• Indirect method for solving non-linear optimal control of a non-rectilinear motion of a rocket with variable mass
• An algorithm for quasi-linear control problems in the economics of renewable resources: the steady state and end state for the infinite and long-term horizon
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• Optimality conditions (in Pontryagin form)
• A two-step method for solving singular control problems
• Optimal control and applications to aerospace: some results and challenges
• A mixed-binary non-linear programming approach for the numerical solution of a family of singular optimal control problems
• A hybrid direct-indirect approach for solving the singular optimal control problems of finite and infinite order
• Mid-term bio-economic optimization of multi-species fisheries
• Geometric and numerical methods in the contrast imaging problem in nuclear magnetic resonance
• <html> An efficient <i>hp</i> spectral collocation method for nonsmooth optimal control problems</html>
• Well-posedness of the shooting algorithm for control-affine problems with a scalar state constraint
• Multi-control commercial aircraft trajectory optimization in a vertical plane with state-inequality constraints via singular control theory

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Uses Software

• minpack
• Shoot
• Cotcot
• Bocop

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