An SQP method for the optimal control of large-scale dynamical systems

DOI10.1016/S0377-0427(00)00310-1MaRDI QIDQ1578856zbMATH OpenFDO

Authors Philip E. Gill, Michael W. Leonard, Linda Petzold, Laurent O. Jay, Vivek Sharma

Publication date 3 July 2001

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0377-0427(00)00310-1

zbMATH Keywords

complexityconvergence accelerationlarge scale dynamical systemsmultiple shooting methodnonlinear programmingoptimal controlsequential quadratic programming method

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Numerical methods based on nonlinear programming (49M37) Numerical optimization and variational techniques (65K10) Complexity and performance of numerical algorithms (65Y20)

Review text

Large scale dynamical systems described by ordinary differential equations are considered. A cost function is to be minimized such that additional inequality constraints are satisfied. Piecewise polynomials are used for representation of the control input. For problem solution the polynomial coefficients must be determined. The problem is discretized by using the multiple shooting method and then transcribed into a nonlinear programming problem with equality and inequality constraints. A sequential quadratic programming (SQP) method is used for solving the optimization problem. It is shown that the complexity of the problem can be reduced by exploiting the special structure of the equations. The method is illustrated by an optimal temperature control problem. The numerical solution is obtained by solving a semidiscretized partial differential equation.

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Cited in

(23)

• Direct transcription solution of optimal control problems with higher-order state constraints: theory vs practice
• SQP-methods for solving optimal control problems with control and state constraints: Adjoint variables, sensitivity analysis and real-time control
• Halo orbit mission correction maneuvers using optimal control
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• Parallel optimal control with multiple shooting, constraints aggregation and adjoint methods
• Substructure exploitation of a nonsmooth Newton method for large-scale optimal control problems with full discretization
• An SQP-based multiple shooting algorithm for large-scale PDE-constrained optimal control problems
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• Spectral homotopy analysis method and its convergence for solving a class of nonlinear optimal control problems
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• Inexact SQP Interior Point Methods and Large Scale Optimal Control Problems
• A modified filter SQP method as a tool for optimal control of nonlinear systems with spatio-temporal dynamics
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• Numerical methods based on extended one-step methods for solving optimal control problems

Describes a project that uses

Uses Software

• SNOPT
• ADIFOR
• NLPQL
• NPSOL
• DASOPT

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