Convergence rate for a Radau hp collocation method applied to constrained optimal control

DOI10.1007/s10589-019-00100-1zbMath1427.49038arXiv1605.02121MaRDI QIDQ2322562

William W. Hager, Subhashree Mohapatra, Xiang-Sheng Wang, Anil V. Rao, Hongyan Hou

Publication date: 4 September 2019

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.02121

zbMATH Keywords

optimal control; convergence rate; orthogonal collocation; hp collocation; Radau collocation

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

49M37: Numerical methods based on nonlinear programming

49M25: Discrete approximations in optimal control

Uses Software

• Ipopt
• GPOPS