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Direct Shooting Method for the Numerical Solution of Higher-Index DAE Optimal Control Problems

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  • M. Gerdts

    (University of Bayreuth)

Abstract

A method for the numerical solution of state-constrained optimal control problems subject to higher-index differential-algebraic equation (DAE) systems is introduced. For a broad and important class of DAE systems (semiexplicit systems with algebraic variables of different index), a direct multiple shooting method is developed. The multiple shooting method is based on the discretization of the optimal control problem and its transformation into a finite-dimensional nonlinear programming problem (NLP). Special attention is turned to the mandatory calculation of consistent initial values at the multiple shooting nodes within the iterative solution process of (NLP). Two different methods are proposed. The projection method guarantees consistency within each iteration, whereas the relaxation method achieves consistency only at an optimal solution. An illustrative example completes this article.

Suggested Citation

  • M. Gerdts, 2003. "Direct Shooting Method for the Numerical Solution of Higher-Index DAE Optimal Control Problems," Journal of Optimization Theory and Applications, Springer, vol. 117(2), pages 267-294, May.
    • Handle: RePEc:spr:joptap:v:117:y:2003:i:2:d:10.1023_a:1023679622905
    DOI: 10.1023/A:1023679622905
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    Citations

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    Cited by:

    1. M. Gerdts, 2006. "Local Minimum Principle for Optimal Control Problems Subject to Differential-Algebraic Equations of Index Two," Journal of Optimization Theory and Applications, Springer, vol. 130(3), pages 443-462, September.
    2. Matthias Gerdts & Martin Kunkel, 2011. "A globally convergent semi-smooth Newton method for control-state constrained DAE optimal control problems," Computational Optimization and Applications, Springer, vol. 48(3), pages 601-633, April.
    3. Jinhai Chen & Herschel Rabitz, 2019. "On Lifting Operators and Regularity of Nonsmooth Newton Methods for Optimal Control Problems of Differential Algebraic Equations," Journal of Optimization Theory and Applications, Springer, vol. 180(2), pages 518-535, February.
    4. M. Gerdts, 2006. "Representation of the Lagrange Multipliers for Optimal Control Problems Subject to Differential-Algebraic Equations of Index Two," Journal of Optimization Theory and Applications, Springer, vol. 130(2), pages 231-251, August.
    5. Gerdts, Matthias, 2008. "A nonsmooth Newton’s method for control-state constrained optimal control problems," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(4), pages 925-936.
    6. E. Trélat, 2012. "Optimal Control and Applications to Aerospace: Some Results and Challenges," Journal of Optimization Theory and Applications, Springer, vol. 154(3), pages 713-758, September.

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