State-control spectral Chebyshev parameterization for linearly constrained quadratic optimal control problems

DOI10.1016/S0377-0427(96)00134-3MaRDI QIDQ678808zbMATH OpenFDO

Publication date 9 October 1997

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

Full work available at URL https://doi.org/10.1016/S0377-0427(96)00134-3

cell averaging method linearly constrained quadratic optimal control quadratic programming state-control spectral Chebyshev parametrization

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15) Numerical methods based on nonlinear programming (49M37) Numerical optimization and variational techniques (65K10)

Review text

For linearly constrained quadratic optimal control problems of the form: Maximize or Minimize \[ \begin{multlined} J=\textstyle {1\over 2} x^T(t_f)H \bigl(x(t_f)+h^Tx(t_f)+\textstyle {1\over 2}\int^{t_f}_0 x^T(t)Q(t)x(t)+u^T(t)R(t)u(t)+\\ +x^T(t)S(t)u(t)+q^T(t)x(t)+r^T(t) u(t)\bigr)dt\end{multlined} \] subject to \(\dot x(t)= A(t)x(t)+B(t)u(t)\), \(t\in[0,t_f]\), and \(x(0)=x_0\), \(E_1(t) x(t)+ E_2(t) u(t)\leq e(t)\), the author gives a direct computational method, which is based on a cell averaging method in which the \(m\)th degree interpolating polynomial is constructed, using Chebyshev nodes. The given problem is thereby transformed into a quadratic programming one. Illustrative examples are given.

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