Journal
AUTOMATICA
Volume 47, Issue 4, Pages 829-837Publisher
PERGAMON-ELSEVIER SCIENCE LTD
DOI: 10.1016/j.automatica.2011.01.085
Keywords
Optimal control; Pseudospectral methods; Nonlinear programming
Funding
- US Army Research Office [55173-CI]
- US Air Force Research Laboratory [FA8651-08-D-0108]
- National Science Foundation [0620286]
- US Office of Naval Research [N00014-11-1-0068]
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An important aspect of numerically approximating the solution of an infinite-horizon optimal control problem is the manner in which the horizon is treated. Generally, an infinite-horizon optimal control problem is approximated with a finite-horizon problem. In such cases, regardless of the finite duration of the approximation, the final time lies an infinite duration from the actual horizon at t = +infinity. In this paper we describe two new direct pseudospectral methods using Legendre-Gauss (LG) and Legendre-Gauss-Radau (LGR) collocation for solving infinite-horizon optimal control problems numerically. A smooth, strictly monotonic transformation is used to map the infinite time domain t is an element of [0, infinity) onto a half-open interval tau is an element of [-1, 1). The resulting problem on the finite interval is transcribed to a nonlinear programming problem using collocation. The proposed methods yield approximations to the state and the costate on the entire horizon, including approximations at t = +infinity. These pseudospectral methods can be written equivalently in either a differential or an implicit integral form. In numerical experiments, the discrete solution exhibits exponential convergence as a function of the number of collocation points. It is shown that the map phi : [-1, +1) --> [0, +infinity) can be tuned to improve the quality of the discrete approximation. (C) 2011 Elsevier Ltd. All rights reserved.
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