Method for automatic costate calculation

DOI10.2514/3.21780MaRDI QIDQ3126879zbMATH OpenOpenAlexFDO

Authors Hans Seywald, Renjith R. Kumar

Publication date 3 April 1997

Published in Journal of Guidance, Control, and Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2514/3.21780

zbMATH Keywords

automatic calculation of costatesbrachistochrone problemcontrol-constrainedinterior-point-constrainedLagrangian multipliersPontryagin's minimum principlestate-constrained optimal control problems

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Numerical methods based on necessary conditions (49M05) Numerical methods involving duality (49M29)

Recommendations

• Finite difference scheme for automatic costate calculation
• Costate estimation for dynamic systems of the second order
• Direct trajectory optimization and costate estimation of finite-horizon and infinite-horizon optimal control problems using a Radau pseudospectral method
• Sensitivity interpretations of the costate variable for optimal control problems with state constraints
• Costate approximation in optimal control using integral Gaussian quadrature orthogonal collocation methods

Cited in

(8)

• Costate estimation for dynamic systems of the second order
• Contribution to the determination of the global minimum time for the brachistochronic motion of a holonomic mechanical system
• Finite difference scheme for automatic costate calculation
• Inversion in indirect optimal control of multivariable systems
• Perturbed‐analytic direct transcription for optimal control (PADOC)
• Handling constraints in optimal control with saturation functions and system extension
• Integral form of Legendre-Gauss-Lobatto collocation for optimal control
• Symmetries in the optimal control of solar sail spacecraft

This page was built for publication: Method for automatic costate calculation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3126879)