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

Author

Listed:
  • Sayyed Mohammad Hoseini

    (Isfahan University of Technology)

  • Hamid Reza Marzban

    (Isfahan University of Technology)

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.

Suggested Citation

  • Sayyed Mohammad Hoseini & Hamid Reza Marzban, 2016. "Costate Computation by an Adaptive Pseudospectral Method for Solving Optimal Control Problems with Piecewise Constant Time Lag," Journal of Optimization Theory and Applications, Springer, vol. 170(3), pages 735-755, September.
    • Handle: RePEc:spr:joptap:v:170:y:2016:i:3:d:10.1007_s10957-016-0957-3
    DOI: 10.1007/s10957-016-0957-3
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    Cited by:

    1. Chongyang Liu & Zhaohua Gong & Kok Lay Teo & Song Wang, 2022. "Optimal Control of Nonlinear Fractional-Order Systems with Multiple Time-Varying Delays," Journal of Optimization Theory and Applications, Springer, vol. 193(1), pages 856-876, June.

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