A Gauss--Lobatto quadrature method for solving optimal control problems
Williams, P.
ANZIAM Journal, Tome 46 (2006), / Harvested from Australian Mathematical Society
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This paper proposes a direct approach for solving optimal control problems. The time domain is divided into multiple subdomains, and a Lagrange interpolating polynomial using the Legendre--Gauss--Lobatto points is used to approximate the states and controls. The state equations are enforced at the Legendre--Gauss--Lobatto nodes in a nonlinear programming implementation by partial Gauss--Lobatto quadrature in each subdomain. The final state in each subdomain is enforced by a full Gauss--Lobatto quadrature. The Bolza cost functional is naturally approximated using Gauss--Lobatto quadrature across all subdomains.

Publié le : 2006-01-01
DOI : https://doi.org/10.21914/anziamj.v47i0.1033 
@article{1033,
     title = {A Gauss--Lobatto quadrature method for solving optimal control problems},
     journal = {ANZIAM Journal},
     volume = {46},
     year = {2006},
     doi = {10.21914/anziamj.v47i0.1033},
     language = {EN},
     url = {http://dml.mathdoc.fr/item/1033}
}

Williams, P. A Gauss--Lobatto quadrature method for solving optimal control problems. ANZIAM Journal, Tome 46 (2006) . doi : 10.21914/anziamj.v47i0.1033. http://gdmltest.u-ga.fr/item/1033/