Wavelet Collocation Method for Optimal Control Problems

R. Dai () and J. E. Cochran ()
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R. Dai: Auburn University
J. E. Cochran: Auburn University

Journal of Optimization Theory and Applications, 2009, vol. 143, issue 2, No 3, 265-278

Abstract: Abstract A Haar wavelet technique is discussed as a method for discretizing the nonlinear system equations for optimal control problems. The technique is used to transform the state and control variables into nonlinear programming (NLP) parameters at collocation points. A nonlinear programming solver can then be used to solve optimal control problems that are rather general in form. Here, general Bolza optimal control problems with state and control constraints are considered. Examples of two kinds of optimal control problems, continuous and discrete, are solved. The results are compared to those obtained by using other collocation methods.

Keywords: Haar wavelet; Collocation; Discrete optimal control; Nonlinear programming (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s10957-009-9565-9

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