Solving Dynamic Optimization Problems to a Specified Accuracy: An Alternating Approach Using Integrated Residuals
From MaRDI portal
Publication:6137538
DOI10.1109/TAC.2022.3144131arXiv2009.10454OpenAlexW3088711948MaRDI QIDQ6137538FDOQ6137538
Authors: Yuanbo Nie, E. C. Kerrigan 
Publication date: 4 September 2023
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Abstract: We propose a novel direct transcription and solution method for solving nonlinear, continuous-time dynamic optimization problems. Instead of forcing the dynamic constraints to be satisfied only at a selected number of points as in direct collocation, the new approach alternates between minimizing and constraining the squared norm of the dynamic constraint residuals integrated along the whole solution trajectories. As a result, the method can 1) obtain solutions of higher accuracy for the same mesh compared to direct collocation methods, 2) enables a flexible trade-off between solution accuracy and optimality, 3) provides reliable solutions for challenging problems, including those with singular arcs and high-index differential algebraic equations.
Full work available at URL: https://arxiv.org/abs/2009.10454
This page was built for publication: Solving Dynamic Optimization Problems to a Specified Accuracy: An Alternating Approach Using Integrated Residuals
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6137538)
