Abstract
We consider nonlinear optimal control problems with mixed statecontrol constraints. A discretization of the Bolza problem by a Legendre pseudospectral method is considered. It is shown that the operations of discretization and dualization are not commutative. A set of Closure Conditions are introduced to commute these operations. An immediate consequence of this is a Covector Mapping Theorem (CMT) that provides an order-preserving transformation of the Lagrange multipliers associated with the discretized problem to the discrete covectors associated with the optimal control problem. A natural consequence of the CMT is that for pure state-constrained problems, the dual variables can be easily related to the D-form of the Lagrangian of the Hamiltonian. We demonstrate the practical advantage of our results by numerically solving a state-constrained optimal control problem without deriving the necessary conditions. The costates obtained by an application of our CMT show excellent agreement with the exact analytical solution.
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Ross, I.M., Fahroo, F. Legendre Pseudospectral Approximations of Optimal Control Problems. In: Kang, W., Borges, C., Xiao, M. (eds) New Trends in Nonlinear Dynamics and Control and their Applications. Lecture Notes in Control and Information Science, vol 295. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-45056-6_21
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DOI: https://doi.org/10.1007/978-3-540-45056-6_21
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-40474-3
Online ISBN: 978-3-540-45056-6
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