Convergence rate for a Gauss collocation method applied to unconstrained optimal control

DOI10.1007/s10957-016-0929-7zbMath1342.49042arXiv1507.08263OpenAlexW3102507213MaRDI QIDQ301715

Hongyan Hou, Anil V. Rao, William W. Hager

Publication date: 1 July 2016

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

Full work available at URL: https://arxiv.org/abs/1507.08263

zbMATH Keywords

optimal controlconvergence rateGauss collocation methodorthogonal collocation

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Existence theories for optimal control problems involving ordinary differential equations (49J15) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Discrete approximations in optimal control (49M25)

Related Items (7)

Convergence Rate for a Gauss Collocation Method Applied to Constrained Optimal Control ⋮ Modified Legendre-Gauss-Radau collocation method for optimal control problems with nonsmooth solutions ⋮ Bounds for integration matrices that arise in Gauss and Radau collocation ⋮ Convergence rate for a Radau hp collocation method applied to constrained optimal control ⋮ Analytical sensitivity computation using collocation method with non-uniform mesh discretisation for numerical solutions of optimal control problems ⋮ Method for solving bang-bang and singular optimal control problems using adaptive Radau collocation ⋮ A novel non-uniform optimal control approach for hypersonic cruise vehicle with waypoint and no-fly zone constraints

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