Symplectic Runge-Kutta discretization of a regularized forward-backward sweep iteration for optimal control problems

DOI10.1016/J.CAM.2020.113133zbMATH Open1447.49043arXiv1912.07028OpenAlexW3048081146MaRDI QIDQ2199787FDOQ2199787

Jason Frank, Xin Liu

Publication date: 14 September 2020

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

Abstract: Li, Chen, Tai & E. (J. Machine Learning Research, 2018) have proposed a regularization of the forward-backward sweep iteration for solving the Pontryagin maximum principle in optimal control problems. The authors prove the global convergence of the iteration in the continuous time case. In this article we show that their proof can be extended to the case of numerical discretization by symplectic Runge-Kutta pairs. We demonstrate the convergence with a simple numerical experiment.

Full work available at URL: https://arxiv.org/abs/1912.07028

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zbMATH Keywords

Pontryagin maximum principlesymplectic integratorsnonlinear optimal controlnonlinear iterations

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15) Numerical methods of relaxation type (49M20)

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Cited In (9)

• Efficient low rank approximations for parabolic control problems with unknown heat source
• Title not available (Why is that?)
• A warm-started trajectory planner for fixed-wing unmanned aerial vehicle formation
• Discrete adjoint implicit peer methods in optimal control
• Explicit Stabilized Integrators for Stiff Optimal Control Problems
• Implicit peer triplets in gradient-based solution algorithms for ODE constrained optimal control
• A sequential quadratic Hamiltonian algorithm for training explicit RK neural networks
• Variable-stepsize implicit peer triplets in ODE constrained optimal control
• Discrete LQR and ILQR methods based on high order Runge-Kutta discretizations

Uses Software

• RODAS
• Anderson

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