A New Computational Method for a Class of Free Terminal Time Optimal Control Problems
dc.contributor.author | Qun, Lin | |
dc.contributor.author | Loxton, Ryan | |
dc.contributor.author | Teo, Kok Lay | |
dc.contributor.author | Wu, Yong Hong | |
dc.date.accessioned | 2017-01-30T10:43:33Z | |
dc.date.available | 2017-01-30T10:43:33Z | |
dc.date.created | 2011-09-08T20:01:16Z | |
dc.date.issued | 2011 | |
dc.identifier.citation | Qun, Lin and Loxton, Ryan and Teo, Kok Lay and Wu, Yong Hong. 2011. A New Computational Method for a Class of Free Terminal Time Optimal Control Problems. Pacific Journal of Optimization. 7 (1): pp. 63-81. | |
dc.identifier.uri | http://hdl.handle.net/20.500.11937/5044 | |
dc.description.abstract |
We develop a numerical method for solving an optimal control problem whose terminal time is not fixed, but is instead determined by a state-dependent stopping criterion. The main idea of this method is to approximate hte control by a piecewise constant function whose values and switching times are decision variables to be determined optimally. The optimal control problem then becomes an optimization problem with a finite number of decision variables. We develop a novel method for computing the gradient of the cost function in this approximate problem. On this basis, the approximate problem can be solved using any gradient-based optimization technique. We use this approach to solve an aeronautical control problem involving a gliding projectile. We also prove several important convergence results that justify our approximation scheme. | |
dc.publisher | Yokohama Publishers | |
dc.subject | nonlinear optimal control - control parameterization - gradient-based optimization - nonlinear programming | |
dc.title | A New Computational Method for a Class of Free Terminal Time Optimal Control Problems | |
dc.type | Journal Article | |
dcterms.source.volume | 7 | |
dcterms.source.number | 1 | |
dcterms.source.startPage | 63 | |
dcterms.source.endPage | 81 | |
dcterms.source.issn | 1348-9151 | |
dcterms.source.title | Pacific Journal of Optimization | |
curtin.department | Department of Mathematics and Statistics | |
curtin.accessStatus | Fulltext not available |