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Wavelet Collocation Method for Optimal Control Problems

Author

Listed:
  • R. Dai

    (Auburn University)

  • J. E. Cochran

    (Auburn University)

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.

Suggested Citation

  • R. Dai & J. E. Cochran, 2009. "Wavelet Collocation Method for Optimal Control Problems," Journal of Optimization Theory and Applications, Springer, vol. 143(2), pages 265-278, November.
    • Handle: RePEc:spr:joptap:v:143:y:2009:i:2:d:10.1007_s10957-009-9565-9
    DOI: 10.1007/s10957-009-9565-9
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    References listed on IDEAS

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    1. C. H. Hsiao & W. J. Wang, 1999. "Optimal Control of Linear Time-Varying Systems via Haar Wavelets," Journal of Optimization Theory and Applications, Springer, vol. 103(3), pages 641-655, December.
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