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An adaptive parameter approach for an approximate solution of optimal control problems
Abstract:In this paper, we consider a class of nonlinear optimal control problems (Bolza-problems) with constraints of the control vector, initial and boundary conditions of the state vectors. The time interval is fixed. Our approach to parametrize both the state functions and the control functions is described by general piecewise polynomials with unknown coefficients (parameters), where a fixed partition of the time interval is used. Here each of these functions in a suitable way individually will be approximated by such polynomials. The optimal control problem thus is reduced to a mathematical programming problem for these parameters. The existence of an optimal solution is assumed. Convergence properties of this method are not considered in this paper.
Keywords:Optimal Control  Bolza-Problem  Parametrization  constraints of the Controls  End Conditions for the State Variables  Numerical Solution
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