Costate Computation by an Adaptive Pseudospectral Method for Solving Optimal Control Problems with Piecewise Constant Time Lag

Sayyed Mohammad Hoseini () and Hamid Reza Marzban ()
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Sayyed Mohammad Hoseini: Isfahan University of Technology
Hamid Reza Marzban: Isfahan University of Technology

Journal of Optimization Theory and Applications, 2016, vol. 170, issue 3, No 2, 735-755

Abstract: Abstract In this paper, we consider nonlinear optimal control problems involving piecewise constant delay functions. A discretization of the Bolza problem by an adaptive Legendre pseudospectral method is considered. The method is based on composite pseudospectral method using the well-known Legendre–Gauss–Lobatto collocation points. In this approach, the main problem is converted into a mathematical optimization problem, whose solution is much more easier than that of the original one. It is shown that, under a simple set of conditions, the operations of discretization and dualization are commutative. The method is used to solve an optimal control problem with continuous variable time lag.

Keywords: Optimal control; Time-delay systems; Pseudospectral method; Composite methods; 93C23; 34K28; 65D05 (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10957-016-0957-3

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