Previous |  Up |  Next

Article

Title: Direct solution of nonlinear constrained quadratic optimal control problems using B-spline functions (English)
Author: Edrisi Tabriz, Yousef
Author: Lakestani, Mehrdad
Language: English
Journal: Kybernetika
ISSN: 0023-5954 (print)
ISSN: 1805-949X (online)
Volume: 51
Issue: 1
Year: 2015
Pages: 81-98
Summary lang: English
.
Category: math
.
Summary: In this paper, a new numerical method for solving the nonlinear constrained optimal control with quadratic performance index is presented. The method is based upon B-spline functions. The properties of B-spline functions are presented. The operational matrix of derivative ($\mathbf{D}_\phi$) and integration matrix ($\mathbf{P}$) are introduced. These matrices are utilized to reduce the solution of nonlinear constrained quadratic optimal control to the solution of nonlinear programming one to which existing well-developed algorithms may be applied. Illustrative examples are included to demonstrate the validity and applicability of the technique. (English)
Keyword: optimal control problem
Keyword: B-spline functions
Keyword: derivative matrix
Keyword: collocation method
MSC: 49M25
MSC: 49N10
MSC: 65D07
MSC: 65L60
MSC: 65R10
idZBL: Zbl 06433833
idMR: MR3333834
DOI: 10.14736/kyb-2015-1-0081
.
Date available: 2015-03-23T18:50:21Z
Last updated: 2016-01-03
Stable URL: http://hdl.handle.net/10338.dmlcz/144203
.
Reference: [1] Betts, J.: Issues in the direct transcription of optimal control problem to sparse nonlinear programs..In: Computational Optimal Control (R. Bulirsch and D. Kraft, eds.), Birkhauser, 1994, pp. 3-17. MR 1287613, 10.1007/978-3-0348-8497-6_1
Reference: [2] Betts, J.: Survey of numerical methods for trajectory optimization..J. Guidance, Control, and Dynamics 21 (1998), 193-207. Zbl 1158.49303, 10.2514/2.4231
Reference: [3] Boor, C. De.: A Practical Guide to Spline..Springer-Verlag, New York 1978. MR 0507062
Reference: [4] Elnegar, G. N., Kazemi, M. A.: Pseudospectral Chebyshev optimal control of constrained nonlinear dynamical systems..Comput. Optim. Appl. 11 (1998), 195-217. MR 1652069, 10.1023/A:1018694111831
Reference: [5] Foroozandeh, Z., Shamsi, M.: Solution of nonlinear optimal control problems by the interpolating scaling functions..Acta Astronautica 72 (2012), 21-26. 10.1016/j.actaastro.2011.10.004
Reference: [6] Gong, Q., Kang, W., Ross, I. M.: A pseudospectral method for the optimal control of constrained feedback linearizable systems..IEEE Trans. Automat. Control 51 (2006), 1115-1129. MR 2238794, 10.1109/tac.2006.878570
Reference: [7] Goswami, J. C., Chan, A. K.: Fundamentals of Wavelets: Theory, Algorithms, and Applications..John Wiley and Sons Inc. 1999. Zbl 1214.65071, MR 2799281, 10.1002/9780470926994
Reference: [8] Jaddu, H.: Direct solution of nonlinear optimal control problems using quasilinearization and Chebyshev polynomials..J. Franklin Inst. 339 (2002), 479-498. Zbl 1010.93507, MR 1931507, 10.1016/s0016-0032(02)00028-5
Reference: [9] Jaddu, H., Shimemura, E.: Computation of optimal control trajectories using Chebyshev polynomials: parameterization and quadratic programming..Optimal Control Appl. Methods 20 (1999), 21-42. MR 1690446, 10.1002/(sici)1099-1514(199901/02)20:1<21::aid-oca644>3.3.co;2-4
Reference: [10] Lancaster, P.: Theory of Matrices..Academic Press, New York 1969. Zbl 0558.15001, MR 0245579
Reference: [11] Lakestani, M., Dehghan, M., Irandoust-Pakchin, S.: The construction of operational matrix of fractional derivatives using B-spline functions..Commun. Nonlinear Sci. Numer. Simul. 17 (2012), 3, 1149-1162. Zbl 1276.65015, MR 2843781, 10.1016/j.cnsns.2011.07.018
Reference: [12] Lakestani, M., Razzaghi, M., Dehghan, M.: Solution of nonlinear fredholm-hammerstein integral equations by using semiorthogonal spline wavelets..Hindawi Publishing Corporation Mathematical Problems in Engineering 1 (2005), 113-121. Zbl 1073.65568, MR 2144111, 10.1155/mpe.2005.113
Reference: [13] Lakestani, M., Razzaghi, M., Dehghan, M.: Semiorthogonal spline wavelets approximation for fredholm integro-differential equations..Hindawi Publishing Corporation Mathematical Problems in Engineering 1 (2006), 1-12. Zbl 1200.65112, 10.1155/mpe/2006/96184
Reference: [14] Marzban, H. R., Razzaghi, M.: Hybrid functions approach for linearly constrained quadratic optimal control problems..Appl. Math. Modell. 27 (2003), 471-485. Zbl 1020.49025, 10.1016/s0307-904x(03)00050-7
Reference: [15] Marzban, H. R., Razzaghi, M.: Rationalized Haar approach for nonlinear constrined optimal control problems..Appl. Math. Modell. 34 (2010), 174-183. MR 2566686, 10.1016/j.apm.2009.03.036
Reference: [16] Marzban, H. R., Hoseini, S. M.: A composite Chebyshev finite difference method for nonlinear optimal control problems..Commun. Nonlinear Sci. Numer. Simul. 18 (2013), 1347-1361. Zbl 1282.65075, MR 3016889, 10.1016/j.cnsns.2012.10.012
Reference: [17] Mashayekhi, S., Ordokhani, Y., Razzaghi, M.: Hybrid functions approach for nonlinear constrained optimal control problems..Commun. Nonlinear Sci. Numer. Simul. 17 (2012), 1831-1843. Zbl 1239.49043, MR 2855473, 10.1016/j.cnsns.2011.09.008
Reference: [18] Mehra, R. K., Davis, R. E.: A generalized gradient method for optimal control problems with inequality constraints and singular arcs..IEEE Trans. Automat. Control 17 (1972), 69-72. Zbl 0268.49038, 10.1109/tac.1972.1099881
Reference: [19] Ordokhani, Y., Razzaghi, M.: Linear quadratic optimal control problems with inequality constraints via rationalized Haar functions..Dynam. Contin. Discrete Impuls. Syst. Ser. B 12 (2005), 761-773. Zbl 1081.49026, MR 2179602
Reference: [20] Powell, M. J. D.: An efficient method for finding the minimum of a function of several variables without calculating the derivatives..Comput. J. 7 (1964), 155-162. MR 0187376, 10.1093/comjnl/7.2.155
Reference: [21] Razzaghi, M., Elnagar, G.: Linear quadratic optimal control problems via shifted Legendre state parameterization..Int. J. Systems Sci. 25 (1994), 393-399. MR 1262503, 10.1080/00207729408928967
Reference: [22] Schittkowskki, K.: NLPQL: A fortran subroutine for solving constrained nonlinear programming problems..Ann. Oper. Res. 5 (1986), 2, 485-500. MR 0948031, 10.1007/bf02022087
Reference: [23] Schumaker, L.: Spline Functions: Basic Theory..Cambridge University Press, 2007. Zbl 1123.41008, MR 2348176
Reference: [24] Teo, K. L., Wong, K. H.: Nonlinearly constrained optimal control problems..J. Austral. Math. Soc. Ser. B 33 (1992), 507-530. Zbl 0764.49017, MR 1154823, 10.1017/s0334270000007207
Reference: [25] Vlassenbroeck, J.: A Chebyshev polynomial method for optimal control with constraints..Automatica 24 (1988), 499-506. MR 0956571, 10.1016/0005-1098(88)90094-5
Reference: [26] Yen, V., Nagurka, M.: Linear quadratic optimal control via Fourier-based state parameterization..J. Dynam. Syst. Measure Control 11 (1991), 206-215. 10.1115/1.2896367
Reference: [27] Yen, V., Nagurka, M.: Optimal control of linearly constrained linear systems via state parameterization..Optimal Control Appl. Methods 13 (1992), 155-167. MR 1197736, 10.1002/oca.4660130206
.

Files

Files Size Format View
Kybernetika_51-2015-1_7.pdf 722.2Kb application/pdf View/Open
Back to standard record
Partner of
EuDML logo