SQP-methods for solving optimal control problems with control and state constraints: adjoint variables, sensitivity analysis and real-time control |
| |
Authors: | Christof Büskens Helmut Maurer |
| |
Abstract: | Parametric nonlinear optimal control problems subject to control and state constraints are studied. Two discretization methods are discussed that transcribe optimal control problems into nonlinear programming problems for which SQP-methods provide efficient solution methods. It is shown that SQP-methods can be used also for a check of second-order sufficient conditions and for a postoptimal calculation of adjoint variables. In addition, SQP-methods lead to a robust computation of sensitivity differentials of optimal solutions with respect to perturbation parameters. Numerical sensitivity analysis is the basis for real-time control approximations of perturbed solutions which are obtained by evaluating a first-order Taylor expansion with respect to the parameter. The proposed numerical methods are illustrated by the optimal control of a low-thrust satellite transfer to geosynchronous orbit and a complex control problem from aquanautics. The examples illustrate the robustness, accuracy and efficiency of the proposed numerical algorithms. |
| |
Keywords: | Optimal control problems Control-state constraints Nonlinear programming methods Adjoint variables Second-order sufficient conditions Sensitivity analysis Real-time control |
本文献已被 ScienceDirect 等数据库收录! |