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Direct and indirect methods for trajectory optimization
Authors:O von Stryk  R Bulirsch
Institution:(1) Mathematisches Institut, Technische Universität München, Postfach 20 24 20, D-8000 München 2, Germany
Abstract:This paper gives a brief list of commonly used direct and indirect efficient methods for the numerical solution of optimal control problems. To improve the low accuracy of the direct methods and to increase the convergence areas of the indirect methods we suggest a hybrid approach. For this a special direct collocation method is presented. In a hybrid approach this direct method can be used in combination with multiple shooting. Numerical examples illustrate the direct method and the hybrid approach.
Keywords:Constrained optimal control  nonlinear dynamic systems  multiple shooting  direct collocation  nonlinear optimization  hybrid approach  estimates of adjoint variables
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